+8.6%
FN vs AMRZ
-15.9%
+24.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.4% | -10.8% | -13.8% |
| 7D | -16.0% | +2.5% | -18.5% | -16.3% |
| 30D | -40.1% | +14.4% | -54.5% | -41.5% |
| 3M | -43.9% | -19.2% | -24.7% | -41.7% |
| 6M | -55.6% | -19.7% | -35.9% | -53.9% |
| YTD | -35.7% | -20.2% | -15.5% | -32.9% |
| 1Y | -39.8% | -15.1% | -24.8% | -37.9% |
| All | +8.6% | -15.9% | +24.5% | +8.1% |
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