+1.4%
IR vs AMRZ
-17.5%
+18.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.2% |
| 7D | +3.7% | +1.2% | +2.5% | +2.9% |
| 30D | +7.4% | +15.1% | -7.6% | +0.8% |
| 3M | -5.9% | -18.1% | +12.1% | +2.1% |
| 6M | +5.6% | -23.5% | +29.0% | +17.5% |
| YTD | +4.8% | -21.6% | +26.5% | +15.1% |
| 1Y | +6.9% | -14.7% | +21.7% | +14.4% |
| All | +1.4% | -17.5% | +18.9% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling