+29.4%
NDAQ vs AMRZ
-11.5%
+40.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.2% | -2.6% | +1.9% |
| 7D | +3.9% | +10.3% | -6.4% | +2.6% |
| 30D | +19.0% | +18.7% | +0.3% | +16.5% |
| 3M | +17.6% | -14.6% | +32.2% | +19.2% |
| 6M | +21.0% | -12.9% | +33.9% | +22.1% |
| YTD | +14.1% | -17.4% | +31.4% | +15.8% |
| 1Y | +29.4% | -12.3% | +41.7% | +30.4% |
| All | +29.4% | -11.5% | +40.9% | +30.4% |
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