+5.8%
EXC vs AMRZ
-19.2%
+25.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.5% |
| 7D | +0.3% | -4.7% | +5.0% | +0.4% |
| 30D | -0.9% | -11.3% | +10.4% | -0.7% |
| 3M | -2.7% | -22.1% | +19.4% | -2.4% |
| 6M | -9.4% | -29.6% | +20.2% | -9.4% |
| YTD | +3.0% | -23.3% | +26.3% | +3.5% |
| 1Y | +5.1% | -23.7% | +28.9% | +5.9% |
| All | +5.8% | -19.2% | +25.0% | +6.7% |
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