+6.2%
IR vs AMRZ
-15.6%
+21.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.3% | +2.4% | +3.7% |
| 7D | +5.0% | -1.1% | +6.1% | +5.4% |
| 30D | +10.3% | +18.3% | -8.0% | +2.3% |
| 3M | -0.1% | -8.0% | +7.9% | +3.3% |
| 6M | +14.8% | -18.7% | +33.4% | +24.6% |
| YTD | +9.7% | -19.8% | +29.6% | +19.3% |
| 1Y | +12.2% | -12.3% | +24.5% | +18.7% |
| All | +6.2% | -15.6% | +21.8% | +11.7% |
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