+15.9%
D vs AMRZ
-16.6%
+32.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | -2.1% | +0.7% | -1.2% |
| 30D | +7.7% | +13.0% | -5.2% | +7.2% |
| 3M | -0.3% | -12.1% | +11.8% | +0.1% |
| 6M | +10.1% | -19.1% | +29.2% | +11.0% |
| YTD | +19.1% | -23.3% | +42.3% | +20.4% |
| 1Y | +15.9% | -16.6% | +32.5% | +18.5% |
| All | +15.9% | -16.6% | +32.5% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling