+19.0%
MSCI vs AMRZ
-11.5%
+30.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.2% | +0.2% | +4.7% |
| 7D | +11.5% | +10.3% | +1.2% | +10.1% |
| 30D | +22.1% | +18.7% | +3.4% | +19.6% |
| 3M | +18.4% | -14.6% | +33.1% | +19.8% |
| 6M | +16.6% | -12.9% | +29.5% | +17.4% |
| YTD | +18.8% | -17.4% | +36.2% | +20.4% |
| 1Y | +19.0% | -12.3% | +31.3% | +19.0% |
| All | +19.0% | -11.5% | +30.5% | +19.0% |
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