+51.7%
NET vs AMRZ
-13.6%
+65.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.9% |
| 7D | -7.0% | -1.9% | -5.1% | -6.9% |
| 30D | -4.8% | -16.9% | +12.1% | -4.3% |
| 3M | +3.8% | -19.2% | +23.0% | +4.4% |
| 6M | +50.0% | -29.3% | +79.3% | +50.7% |
| YTD | +41.5% | -18.0% | +59.4% | +40.4% |
| 1Y | +32.8% | -15.1% | +47.9% | +30.4% |
| All | +51.7% | -13.6% | +65.3% | +48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling