-8.8%
IT vs AMRZ
-11.5%
+2.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.7% | +0.6% |
| 7D | -5.5% | +10.3% | -15.8% | -6.7% |
| 30D | +10.3% | +18.7% | -8.3% | +8.0% |
| 3M | +11.5% | -14.6% | +26.2% | +12.0% |
| 6M | +40.3% | -12.9% | +53.2% | +40.1% |
| YTD | -17.9% | -17.4% | -0.5% | -17.7% |
| 1Y | -8.8% | -12.3% | +3.5% | -12.1% |
| All | -8.8% | -11.5% | +2.7% | -12.1% |
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