+17.5%
MSCI vs AMRZ
-17.5%
+35.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.4% | -2.0% |
| 7D | +2.8% | +1.2% | +1.6% | +2.7% |
| 30D | +15.4% | +15.1% | +0.4% | +13.4% |
| 3M | +13.4% | -18.1% | +31.5% | +16.0% |
| 6M | +10.9% | -23.5% | +34.4% | +13.9% |
| YTD | +13.0% | -21.6% | +34.6% | +15.3% |
| 1Y | +12.0% | -14.7% | +26.8% | +12.5% |
| All | +17.5% | -17.5% | +35.0% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling