-32.6%
MOD vs AMRZ
-11.5%
-21.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.2% | -26.6% | -23.6% |
| 7D | -31.3% | +10.3% | -41.6% | -35.2% |
| 30D | -46.1% | +18.7% | -64.8% | -51.4% |
| 3M | -51.1% | -14.6% | -36.5% | -46.7% |
| 6M | -62.1% | -12.9% | -49.2% | -59.6% |
| YTD | -26.2% | -17.4% | -8.8% | -18.4% |
| 1Y | -32.6% | -12.3% | -20.2% | -25.4% |
| All | -32.6% | -11.5% | -21.0% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling