+539.3%
MU vs AMRZ
-19.2%
+558.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.6% |
| 7D | +12.8% | -2.1% | +14.9% | +13.6% |
| 30D | -14.9% | +13.0% | -27.8% | -18.9% |
| 3M | -18.0% | -12.1% | -5.9% | -14.0% |
| 6M | -3.1% | -19.1% | +16.0% | +4.7% |
| YTD | +172.9% | -23.3% | +196.2% | +200.0% |
| 1Y | +228.8% | -16.6% | +245.4% | +250.3% |
| All | +539.3% | -19.2% | +558.4% | +574.5% |
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