+66.4%
CSCO vs AMRZ
-17.3%
+83.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.2% | +0.1% |
| 7D | -0.5% | -2.0% | +1.5% | -0.4% |
| 30D | -10.1% | -9.8% | -0.3% | -9.7% |
| 3M | -11.7% | -17.2% | +5.5% | -11.2% |
| 6M | +40.1% | -26.9% | +67.0% | +42.1% |
| YTD | +43.8% | -21.5% | +65.3% | +45.6% |
| 1Y | +66.6% | -22.9% | +89.5% | +67.1% |
| All | +66.4% | -17.3% | +83.7% | +66.8% |
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 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