-10.0%
GNRC vs AMRZ
-27.5%
+17.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.1% |
| 7D | +3.2% | -4.7% | +7.8% | +4.9% |
| 30D | -9.5% | -11.3% | +1.8% | -5.4% |
| 3M | -28.5% | -22.1% | -6.5% | -21.5% |
| 6M | -10.0% | -29.6% | +19.6% | +3.3% |
| All | -10.0% | -27.5% | +17.6% | +3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling