-6.8%
LOW vs AMRZ
-19.2%
+12.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.2% |
| 7D | -0.6% | -4.7% | +4.0% | +1.1% |
| 30D | -9.3% | -11.3% | +2.0% | -5.3% |
| 3M | -8.1% | -22.1% | +14.0% | +0.2% |
| 6M | -19.8% | -29.6% | +9.8% | -10.1% |
| YTD | -16.4% | -23.3% | +6.9% | -8.5% |
| 1Y | -24.7% | -23.7% | -0.9% | -17.5% |
| All | -6.8% | -19.2% | +12.5% | -0.8% |
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