+13.2%
NVDA vs AMRZ
-19.2%
+32.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.0% |
| 7D | -12.7% | -2.1% | -10.7% | -12.5% |
| 30D | -26.4% | +13.0% | -39.4% | -27.8% |
| 3M | -27.6% | -12.1% | -15.5% | -26.2% |
| 6M | -27.7% | -19.1% | -8.6% | -25.7% |
| YTD | -12.5% | -23.3% | +10.8% | -8.9% |
| 1Y | -12.6% | -16.6% | +3.9% | -8.9% |
| All | +13.2% | -19.2% | +32.4% | +16.8% |
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 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