+17.1%
DOW vs AMRZ
-17.3%
+34.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.9% |
| 7D | -2.9% | -2.0% | -0.9% | -2.8% |
| 30D | +2.0% | -9.8% | +11.8% | +3.0% |
| 3M | -12.5% | -17.2% | +4.7% | -11.2% |
| 6M | -9.2% | -26.9% | +17.7% | -5.2% |
| YTD | +30.8% | -21.5% | +52.2% | +30.2% |
| 1Y | +29.4% | -22.9% | +52.3% | +27.6% |
| All | +17.1% | -17.3% | +34.4% | +11.6% |
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