+20.1%
LNG vs AMRZ
-19.2%
+39.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | -0.3% |
| 7D | -6.7% | -4.7% | -2.1% | -7.2% |
| 30D | +3.9% | -11.3% | +15.1% | +2.4% |
| 3M | +15.5% | -22.1% | +37.6% | +12.5% |
| 6M | +10.5% | -29.6% | +40.1% | +7.3% |
| YTD | +43.0% | -23.3% | +66.3% | +38.9% |
| 1Y | +18.9% | -23.7% | +42.6% | +15.8% |
| All | +20.1% | -19.2% | +39.3% | +17.3% |
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 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