+65.0%
CORZ vs AMRZ
-17.3%
+82.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.3% | +9.0% | +5.7% |
| 7D | +16.6% | -2.0% | +18.6% | +17.0% |
| 30D | -10.9% | -9.8% | -1.0% | -8.7% |
| 3M | -31.0% | -17.2% | -13.8% | -27.9% |
| 6M | +26.0% | -26.9% | +53.0% | +34.3% |
| YTD | +28.6% | -21.5% | +50.1% | +38.4% |
| 1Y | +34.5% | -22.9% | +57.3% | +36.6% |
| All | +65.0% | -17.3% | +82.3% | +73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling