+36.6%
FFIV vs AMRZ
-11.5%
+48.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -1.0% |
| 7D | -9.8% | +10.3% | -20.1% | -10.9% |
| 30D | -28.1% | +18.7% | -46.8% | -29.7% |
| 3M | -20.0% | -14.6% | -5.4% | -18.3% |
| 6M | -0.1% | -12.9% | +12.8% | +1.0% |
| YTD | +29.2% | -17.4% | +46.5% | +28.1% |
| 1Y | +36.6% | -12.3% | +48.9% | +31.5% |
| All | +36.6% | -11.5% | +48.1% | +31.5% |
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