+11.8%
O vs AMRZ
-17.3%
+29.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | -0.2% |
| 7D | -0.6% | -2.0% | +1.5% | -0.5% |
| 30D | -2.0% | -9.8% | +7.9% | -1.6% |
| 3M | +3.0% | -17.2% | +20.2% | +3.5% |
| 6M | -3.6% | -26.9% | +23.3% | -3.0% |
| YTD | +12.1% | -21.5% | +33.5% | +12.5% |
| 1Y | +8.9% | -22.9% | +31.8% | +9.5% |
| All | +11.8% | -17.3% | +29.1% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling