-6.7%
IP vs AMRZ
-16.9%
+10.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -0.9% |
| 7D | -0.9% | -4.0% | +3.1% | +1.6% |
| 30D | +6.7% | +12.4% | -5.7% | -0.7% |
| 3M | -16.6% | -11.5% | -5.1% | -10.4% |
| 6M | +6.0% | -21.6% | +27.6% | +21.0% |
| YTD | -10.7% | -23.4% | +12.7% | +2.2% |
| 1Y | -6.7% | -17.2% | +10.5% | +0.6% |
| All | -6.7% | -16.9% | +10.2% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling