+52.3%
COP vs AMRZ
-13.6%
+65.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.1% |
| 7D | +3.0% | -1.9% | +4.9% | +2.8% |
| 30D | +17.5% | -16.9% | +34.4% | +15.0% |
| 3M | +13.4% | -19.2% | +32.6% | +11.3% |
| 6M | +17.7% | -29.3% | +47.0% | +17.3% |
| YTD | +46.6% | -18.0% | +64.6% | +43.0% |
| 1Y | +44.6% | -15.1% | +59.7% | +40.8% |
| All | +52.3% | -13.6% | +65.9% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMRZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling