+108.3%
NOK vs AMRZ
-17.3%
+125.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.3% | +10.4% | +6.6% |
| 7D | +7.3% | -2.0% | +9.3% | +7.4% |
| 30D | +13.8% | -9.8% | +23.6% | +15.0% |
| 3M | -27.0% | -17.2% | -9.8% | -25.5% |
| 6M | +37.6% | -26.9% | +64.5% | +42.0% |
| YTD | +64.6% | -21.5% | +86.1% | +68.5% |
| 1Y | +132.0% | -22.9% | +154.9% | +134.8% |
| All | +108.3% | -17.3% | +125.6% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling