+5.9%
EXC vs AMRZ
-22.6%
+28.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +0.7% |
| 7D | +1.2% | -2.0% | +3.2% | +1.2% |
| 30D | -2.7% | -9.8% | +7.1% | -2.6% |
| 3M | -1.0% | -17.2% | +16.3% | -0.8% |
| 6M | -9.3% | -26.9% | +17.7% | -9.4% |
| YTD | +3.6% | -21.5% | +25.1% | +4.3% |
| 1Y | +5.9% | -22.9% | +28.8% | +8.7% |
| All | +5.9% | -22.6% | +28.5% | +8.7% |
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 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