+110.4%
NOK vs AMRZ
-19.2%
+129.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.4% | +1.3% |
| 7D | +9.3% | -4.7% | +14.0% | +9.8% |
| 30D | +17.9% | -11.3% | +29.1% | +19.3% |
| 3M | -22.3% | -22.1% | -0.3% | -20.3% |
| 6M | +36.4% | -29.6% | +66.0% | +41.3% |
| YTD | +66.3% | -23.3% | +89.6% | +70.6% |
| 1Y | +134.4% | -23.7% | +158.2% | +137.7% |
| All | +110.4% | -19.2% | +129.7% | +110.4% |
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 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