+34.3%
FANG vs AMRZ
-11.5%
+45.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.2% | -10.1% | -3.8% |
| 7D | -11.3% | +10.3% | -21.6% | -9.4% |
| 30D | -0.7% | +18.7% | -19.3% | +2.9% |
| 3M | -4.2% | -14.6% | +10.5% | -6.9% |
| 6M | -13.5% | -12.9% | -0.6% | -15.3% |
| YTD | +23.7% | -17.4% | +41.1% | +21.0% |
| 1Y | +34.3% | -12.3% | +46.6% | +31.7% |
| All | +34.3% | -11.5% | +45.8% | +31.7% |
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