-2.7%
MSCI vs AMRZ
-22.6%
+19.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -3.3% |
| 7D | -2.1% | -2.0% | -0.1% | -1.8% |
| 30D | -1.7% | -9.8% | +8.1% | -0.7% |
| 3M | -8.2% | -17.2% | +9.0% | -6.7% |
| 6M | -2.4% | -26.9% | +24.5% | +0.2% |
| YTD | -2.8% | -21.5% | +18.7% | -0.9% |
| 1Y | -2.7% | -22.9% | +20.2% | +2.4% |
| All | -2.7% | -22.6% | +19.9% | +2.4% |
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