+79.5%
GM vs AMRZ
-20.3%
+99.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.2% |
| 7D | -1.1% | -8.1% | +7.1% | +1.7% |
| 30D | -3.4% | -14.8% | +11.4% | +1.8% |
| 3M | +8.7% | -19.7% | +28.4% | +16.2% |
| 6M | +15.4% | -30.8% | +46.2% | +28.3% |
| YTD | +6.6% | -24.3% | +30.9% | +15.3% |
| 1Y | +51.5% | -24.0% | +75.5% | +62.5% |
| All | +79.5% | -20.3% | +99.8% | +88.2% |
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 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