+6.8%
NDAQ vs AMRZ
-20.1%
+26.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -5.6% | -7.5% | +2.0% | -4.8% |
| 30D | -4.4% | -12.4% | +8.1% | -3.0% |
| 3M | +5.9% | -22.4% | +28.2% | +8.4% |
| 6M | +7.7% | -29.5% | +37.3% | +11.4% |
| YTD | -5.2% | -24.1% | +19.0% | -2.8% |
| 1Y | -3.4% | -26.3% | +22.9% | -1.3% |
| All | +6.8% | -20.1% | +26.9% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling