+38.5%
ON vs AMRZ
-17.7%
+56.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.5% | +6.0% |
| 7D | +3.3% | -5.5% | +8.8% | +5.5% |
| 30D | -3.1% | +15.6% | -18.8% | -8.0% |
| 3M | -9.2% | -12.1% | +2.9% | -5.7% |
| 6M | -31.4% | -19.4% | -11.9% | -27.2% |
| YTD | +36.0% | -21.9% | +57.8% | +43.6% |
| 1Y | +52.0% | -15.0% | +67.0% | +54.0% |
| All | +38.5% | -17.7% | +56.2% | +38.2% |
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