+4.7%
IYR vs AMRZ
-24.2%
+28.9%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -1.4% | -7.5% | +6.2% | -0.6% |
| 30D | -2.7% | -12.4% | +9.7% | -1.5% |
| 3M | -2.1% | -22.4% | +20.2% | 0.0% |
| 6M | +3.6% | -29.5% | +33.1% | +6.4% |
| YTD | +8.1% | -24.1% | +32.3% | +10.4% |
| 1Y | +4.7% | -26.3% | +31.0% | +7.0% |
| All | +4.7% | -24.2% | +28.9% | +7.0% |
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