+33.5%
ON vs AMRZ
-19.2%
+52.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.6% |
| 7D | -1.9% | -4.7% | +2.8% | -0.3% |
| 30D | -11.0% | -11.3% | +0.2% | -7.7% |
| 3M | -39.3% | -22.1% | -17.3% | -34.6% |
| 6M | +19.8% | -29.6% | +49.4% | +32.9% |
| YTD | +31.1% | -23.3% | +54.4% | +39.5% |
| 1Y | +46.0% | -23.7% | +69.7% | +51.7% |
| All | +33.5% | -19.2% | +52.7% | +34.2% |
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