+42.5%
FITB vs AMRZ
-17.7%
+60.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -0.6% | -5.5% | +4.9% | +0.8% |
| 30D | +7.0% | +15.6% | -8.6% | +3.5% |
| 3M | -4.8% | -12.1% | +7.3% | -2.3% |
| 6M | +13.5% | -19.4% | +33.0% | +18.1% |
| YTD | +19.1% | -21.9% | +40.9% | +23.9% |
| 1Y | +30.8% | -15.0% | +45.8% | +34.0% |
| All | +42.5% | -17.7% | +60.2% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling