-27.9%
LEN vs AMRZ
-20.3%
-7.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -2.9% |
| 7D | -7.8% | -8.1% | +0.4% | -4.0% |
| 30D | -11.0% | -14.8% | +3.8% | -4.1% |
| 3M | -12.8% | -19.7% | +7.0% | -3.8% |
| 6M | -20.2% | -30.8% | +10.6% | -6.7% |
| YTD | -23.0% | -24.3% | +1.3% | -13.7% |
| 1Y | -41.8% | -24.0% | -17.8% | -34.7% |
| All | -27.9% | -20.3% | -7.6% | -21.0% |
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 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