+33.2%
HAS vs AMRZ
-17.3%
+50.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -1.5% |
| 7D | -3.1% | -2.0% | -1.1% | -2.7% |
| 30D | -2.7% | -9.8% | +7.1% | -0.7% |
| 3M | +8.9% | -17.2% | +26.1% | +12.7% |
| 6M | -2.9% | -26.9% | +24.0% | +3.1% |
| YTD | +12.6% | -21.5% | +34.1% | +17.5% |
| 1Y | +17.5% | -22.9% | +40.4% | +21.9% |
| All | +33.2% | -17.3% | +50.5% | +36.8% |
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 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