+3.6%
CORZ vs AMRZ
-17.5%
+21.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.2% | +3.7% |
| 7D | -11.2% | +1.2% | -12.4% | -11.7% |
| 30D | -26.2% | +15.1% | -41.3% | -29.0% |
| 3M | -44.1% | -18.1% | -26.1% | -41.7% |
| 6M | -52.3% | -23.5% | -28.8% | -49.4% |
| YTD | -19.2% | -21.6% | +2.4% | -13.3% |
| 1Y | -42.9% | -14.7% | -28.1% | -37.1% |
| All | +3.6% | -17.5% | +21.1% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling