+6.5%
FIX vs AMRZ
-14.7%
+21.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.3% | +5.9% |
| 7D | -17.5% | +1.2% | -18.6% | -18.0% |
| 30D | -41.6% | +15.1% | -56.6% | -44.6% |
| 3M | -40.6% | -18.1% | -22.5% | -36.2% |
| 6M | -49.4% | -23.5% | -25.9% | -44.3% |
| YTD | +9.2% | -21.6% | +30.8% | +18.2% |
| 1Y | +6.5% | -14.7% | +21.2% | +12.8% |
| All | +6.5% | -14.7% | +21.2% | +12.8% |
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