+16.5%
DOW vs AMRZ
-19.2%
+35.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.3% |
| 7D | -6.0% | -4.7% | -1.4% | -5.6% |
| 30D | -2.7% | -11.3% | +8.5% | -1.6% |
| 3M | -10.5% | -22.1% | +11.6% | -8.3% |
| 6M | -12.4% | -29.6% | +17.2% | -7.8% |
| YTD | +30.0% | -23.3% | +53.3% | +29.7% |
| 1Y | +27.8% | -23.7% | +51.5% | +25.7% |
| All | +16.5% | -19.2% | +35.7% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling