+18.9%
F vs AMRZ
-19.2%
+38.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -3.1% | -2.1% | -1.0% | -2.4% |
| 30D | 0.0% | +13.0% | -12.9% | -3.7% |
| 3M | -13.2% | -12.1% | -1.1% | -9.9% |
| 6M | -10.2% | -19.1% | +8.9% | -5.0% |
| YTD | -4.9% | -23.3% | +18.3% | +1.7% |
| 1Y | -6.1% | -16.6% | +10.5% | -2.5% |
| All | +18.9% | -19.2% | +38.1% | +23.6% |
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 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