+29.1%
FN vs AMRZ
-17.1%
+46.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.8% | -3.0% | -4.5% |
| 7D | -4.1% | +0.2% | -4.3% | -4.0% |
| 30D | -28.3% | +16.2% | -44.5% | -30.2% |
| 3M | -33.9% | -8.9% | -25.0% | -32.8% |
| 6M | -43.9% | -20.1% | -23.8% | -41.8% |
| YTD | -23.4% | -21.3% | -2.2% | -20.1% |
| 1Y | -25.4% | -12.6% | -12.8% | -23.3% |
| All | +29.1% | -17.1% | +46.2% | +28.8% |
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 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