+81.7%
P vs AMRZ
-17.5%
+99.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.4% | +3.8% |
| 7D | -23.8% | +1.2% | -25.0% | -23.9% |
| 30D | -36.6% | +15.1% | -51.7% | -38.0% |
| 3M | +10.9% | -18.1% | +28.9% | +14.5% |
| 6M | +30.0% | -23.5% | +53.4% | +35.4% |
| YTD | +44.4% | -21.6% | +66.0% | +47.5% |
| 1Y | +3.9% | -14.7% | +18.7% | +3.8% |
| All | +81.7% | -17.5% | +99.1% | +79.5% |
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