+102.8%
GOOG vs AMRZ
-20.1%
+122.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | 0.0% | -7.5% | +7.6% | +1.1% |
| 30D | -2.0% | -12.4% | +10.4% | -0.3% |
| 3M | -5.9% | -22.4% | +16.5% | -3.0% |
| 6M | +8.9% | -29.5% | +38.4% | +12.8% |
| YTD | +7.1% | -24.1% | +31.3% | +10.4% |
| 1Y | +39.7% | -26.3% | +65.9% | +41.8% |
| All | +102.8% | -20.1% | +122.9% | +104.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling