-9.5%
COST vs AMRZ
-19.2%
+9.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.9% |
| 7D | -2.8% | -4.7% | +1.9% | -3.0% |
| 30D | -5.3% | -11.3% | +6.0% | -5.7% |
| 3M | -6.7% | -22.1% | +15.4% | -7.6% |
| 6M | -9.9% | -29.6% | +19.7% | -11.0% |
| YTD | +5.1% | -23.3% | +28.4% | +4.0% |
| 1Y | -7.3% | -23.7% | +16.4% | -8.4% |
| All | -9.5% | -19.2% | +9.7% | -9.6% |
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