+5.7%
NI vs AMRZ
-20.3%
+26.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -0.6% | -8.1% | +7.5% | -0.2% |
| 30D | -1.4% | -14.8% | +13.4% | -0.6% |
| 3M | -10.6% | -19.7% | +9.2% | -9.5% |
| 6M | -9.9% | -30.8% | +20.9% | -8.5% |
| YTD | +1.2% | -24.3% | +25.5% | +2.4% |
| 1Y | +4.4% | -24.0% | +28.4% | +5.7% |
| All | +5.7% | -20.3% | +26.0% | +7.2% |
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