+23.0%
D vs AMRZ
-13.6%
+36.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +0.4% | -1.9% | +2.3% | +0.5% |
| 30D | -3.6% | -16.9% | +13.4% | -2.9% |
| 3M | -1.0% | -19.2% | +18.2% | -0.3% |
| 6M | +6.3% | -29.3% | +35.6% | +6.8% |
| YTD | +14.7% | -18.0% | +32.7% | +15.4% |
| 1Y | +16.9% | -15.1% | +32.0% | +17.4% |
| All | +23.0% | -13.6% | +36.6% | +24.0% |
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