+25.0%
D vs AMRZ
-17.3%
+42.3%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.8% | +0.7% |
| 7D | +0.8% | -2.0% | +2.8% | +0.8% |
| 30D | -0.7% | -9.8% | +9.1% | -0.4% |
| 3M | +2.1% | -17.2% | +19.3% | +2.7% |
| 6M | +6.8% | -26.9% | +33.8% | +7.5% |
| YTD | +16.5% | -21.5% | +38.0% | +17.4% |
| 1Y | +19.2% | -22.9% | +42.0% | +20.2% |
| All | +25.0% | -17.3% | +42.3% | +26.1% |
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