+5.7%
EXC vs AMRZ
-13.6%
+19.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.1% |
| 7D | +0.3% | -1.9% | +2.2% | +0.3% |
| 30D | -3.7% | -16.9% | +13.2% | -3.5% |
| 3M | -1.3% | -19.2% | +17.9% | -1.0% |
| 6M | -9.7% | -29.3% | +19.6% | -10.0% |
| YTD | +2.9% | -18.0% | +20.9% | +3.3% |
| 1Y | +4.4% | -15.1% | +19.5% | +4.9% |
| All | +5.7% | -13.6% | +19.3% | +6.4% |
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