+21.5%
FN vs AMRZ
-19.2%
+40.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.1% | -7.5% | -7.3% |
| 7D | +0.3% | -2.1% | +2.3% | +0.6% |
| 30D | -16.5% | +13.0% | -29.5% | -18.4% |
| 3M | -42.1% | -12.1% | -30.0% | -40.8% |
| 6M | -52.9% | -19.1% | -33.7% | -51.4% |
| YTD | -28.0% | -23.3% | -4.7% | -24.6% |
| 1Y | -18.5% | -16.6% | -1.9% | -15.7% |
| All | +21.5% | -19.2% | +40.7% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling