+19.8%
MO vs AMRZ
-19.2%
+39.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.6% |
| 7D | -2.4% | -4.7% | +2.3% | -2.7% |
| 30D | +3.6% | -11.3% | +14.9% | +2.7% |
| 3M | -3.7% | -22.1% | +18.3% | -5.4% |
| 6M | +4.5% | -29.6% | +34.1% | +2.3% |
| YTD | +21.5% | -23.3% | +44.8% | +19.2% |
| 1Y | +9.5% | -23.7% | +33.3% | +8.2% |
| All | +19.8% | -19.2% | +39.1% | +19.2% |
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