+14.5%
FIX vs AMRZ
-12.3%
+26.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.3% | +7.1% | +8.8% |
| 7D | -7.2% | -1.1% | -6.1% | -7.0% |
| 30D | -35.1% | +18.3% | -53.4% | -38.9% |
| 3M | -34.3% | -8.0% | -26.3% | -32.2% |
| 6M | -42.9% | -18.7% | -24.3% | -38.7% |
| YTD | +19.5% | -19.8% | +39.3% | +28.4% |
| All | +14.5% | -12.3% | +26.8% | +18.4% |
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