+30.1%
JPM vs AMRZ
-20.3%
+50.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -2.3% | -8.1% | +5.8% | -0.9% |
| 30D | -2.3% | -14.8% | +12.5% | +0.4% |
| 3M | +14.9% | -19.7% | +34.6% | +18.9% |
| 6M | +23.6% | -30.8% | +54.4% | +30.9% |
| YTD | +11.3% | -24.3% | +35.6% | +16.1% |
| 1Y | +19.9% | -24.0% | +43.9% | +24.6% |
| All | +30.1% | -20.3% | +50.4% | +34.3% |
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