+10.1%
O vs AMRZ
-19.2%
+29.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.4% |
| 7D | -2.3% | -4.7% | +2.4% | -2.1% |
| 30D | -2.4% | -11.3% | +8.8% | -2.1% |
| 3M | -0.6% | -22.1% | +21.5% | +0.2% |
| 6M | -5.0% | -29.6% | +24.6% | -4.3% |
| YTD | +10.4% | -23.3% | +33.7% | +10.9% |
| 1Y | +6.6% | -23.7% | +30.3% | +7.2% |
| All | +10.1% | -19.2% | +29.4% | +10.9% |
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 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