+43.8%
HPQ vs AMRZ
-19.2%
+63.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.3% | +5.2% |
| 7D | +2.2% | -4.7% | +6.9% | +2.8% |
| 30D | +9.7% | -11.3% | +21.0% | +11.3% |
| 3M | +32.7% | -22.1% | +54.8% | +36.3% |
| 6M | +77.7% | -29.6% | +107.3% | +86.1% |
| YTD | +51.0% | -23.3% | +74.3% | +52.1% |
| 1Y | +18.4% | -23.7% | +42.1% | +16.8% |
| All | +43.8% | -19.2% | +63.0% | +37.6% |
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