-7.6%
LOW vs AMRZ
-20.1%
+12.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.7% | -7.5% | +3.8% | -1.0% |
| 30D | -8.9% | -12.4% | +3.5% | -4.4% |
| 3M | -10.4% | -22.4% | +12.0% | -2.2% |
| 6M | -19.4% | -29.5% | +10.1% | -9.6% |
| YTD | -17.1% | -24.1% | +7.0% | -8.9% |
| 1Y | -26.3% | -26.3% | 0.0% | -18.3% |
| All | -7.6% | -20.1% | +12.5% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling