+30.5%
JPM vs AMRZ
-19.2%
+49.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +0.8% |
| 7D | -0.4% | -4.7% | +4.2% | +0.4% |
| 30D | -1.4% | -11.3% | +9.9% | +0.6% |
| 3M | +13.9% | -22.1% | +36.0% | +18.6% |
| 6M | +23.5% | -29.6% | +53.1% | +30.4% |
| YTD | +11.6% | -23.3% | +35.0% | +16.2% |
| 1Y | +21.4% | -23.7% | +45.1% | +25.9% |
| All | +30.5% | -19.2% | +49.8% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling