+106.8%
P vs AMRZ
-19.3%
+126.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.9% | +5.3% | +3.6% |
| 7D | +17.8% | -4.0% | +21.9% | +18.5% |
| 30D | -29.9% | +12.4% | -42.3% | -31.2% |
| 3M | -1.2% | -11.5% | +10.3% | +1.0% |
| 6M | +32.1% | -21.6% | +53.7% | +36.7% |
| YTD | +64.3% | -23.4% | +87.7% | +68.3% |
| 1Y | +24.3% | -17.2% | +41.4% | +24.8% |
| All | +106.8% | -19.3% | +126.1% | +104.9% |
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