-7.0%
CRM vs AMRZ
-20.3%
+13.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -8.1% | -8.1% | 0.0% | -7.4% |
| 30D | +23.1% | -14.8% | +37.9% | +24.7% |
| 3M | +42.5% | -19.7% | +62.3% | +44.5% |
| 6M | +25.3% | -30.8% | +56.1% | +29.8% |
| YTD | -7.8% | -24.3% | +16.5% | -6.7% |
| 1Y | +1.0% | -24.0% | +25.1% | +1.6% |
| All | -7.0% | -20.3% | +13.3% | -7.8% |
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