+28.8%
MAR vs AMRZ
-13.6%
+42.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -4.2% | -1.9% | -2.2% | -3.7% |
| 30D | -6.7% | -16.9% | +10.3% | -2.6% |
| 3M | -12.5% | -19.2% | +6.7% | -8.3% |
| 6M | +0.6% | -29.3% | +29.9% | +7.7% |
| YTD | +9.1% | -18.0% | +27.1% | +13.0% |
| 1Y | +26.2% | -15.1% | +41.3% | +29.4% |
| All | +28.8% | -13.6% | +42.4% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling