+41.6%
FITB vs AMRZ
-17.3%
+58.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.3% |
| 7D | +2.8% | -2.0% | +4.8% | +3.3% |
| 30D | -4.5% | -9.8% | +5.3% | -2.4% |
| 3M | +5.7% | -17.2% | +22.9% | +9.5% |
| 6M | +17.1% | -26.9% | +44.0% | +24.1% |
| YTD | +18.3% | -21.5% | +39.8% | +23.2% |
| 1Y | +23.9% | -22.9% | +46.8% | +27.8% |
| All | +41.6% | -17.3% | +58.9% | +42.7% |
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 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