+9.2%
O vs AMRZ
-20.3%
+29.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | -3.5% | -8.1% | +4.6% | -3.2% |
| 30D | -3.3% | -14.8% | +11.5% | -2.8% |
| 3M | -2.8% | -19.7% | +16.9% | -2.2% |
| 6M | -5.8% | -30.8% | +25.0% | -5.0% |
| YTD | +9.4% | -24.3% | +33.7% | +9.9% |
| 1Y | +5.7% | -24.0% | +29.7% | +6.3% |
| All | +9.2% | -20.3% | +29.4% | +9.9% |
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