+13.8%
FIX vs AMRZ
-13.9%
+27.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | -13.9% | +0.2% | -14.2% | -14.0% |
| 30D | -35.5% | +16.2% | -51.7% | -39.0% |
| 3M | -33.9% | -8.9% | -25.0% | -31.7% |
| 6M | -43.3% | -20.1% | -23.2% | -38.8% |
| YTD | +18.7% | -21.3% | +39.9% | +28.2% |
| 1Y | +13.8% | -12.6% | +26.4% | +18.2% |
| All | +13.8% | -13.9% | +27.6% | +18.2% |
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