-33.5%
MOD vs AMRZ
-12.3%
-21.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.3% | +7.6% | +8.9% |
| 7D | -13.9% | -1.1% | -12.8% | -13.8% |
| 30D | -41.5% | +18.3% | -59.8% | -47.4% |
| 3M | -45.7% | -8.0% | -37.8% | -43.3% |
| 6M | -61.1% | -18.7% | -42.4% | -56.8% |
| YTD | -20.5% | -19.8% | -0.7% | -11.3% |
| All | -33.5% | -12.3% | -21.2% | -29.6% |
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