-22.5%
LEN vs AMRZ
-11.5%
-11.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.2% | +1.9% | +4.2% |
| 7D | +10.5% | +10.3% | +0.2% | +4.9% |
| 30D | +24.6% | +18.7% | +6.0% | +14.1% |
| 3M | +6.6% | -14.6% | +21.3% | +14.1% |
| 6M | +10.6% | -12.9% | +23.5% | +16.9% |
| YTD | -8.3% | -17.4% | +9.0% | -2.6% |
| 1Y | -22.5% | -12.3% | -10.2% | -21.4% |
| All | -22.5% | -11.5% | -11.0% | -21.4% |
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 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