+102.8%
P vs AMRZ
-19.2%
+122.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -1.9% |
| 7D | +11.6% | -2.1% | +13.7% | +11.9% |
| 30D | -23.7% | +13.0% | -36.6% | -25.2% |
| 3M | -8.0% | -12.1% | +4.1% | -5.8% |
| 6M | +27.9% | -19.1% | +47.0% | +31.6% |
| YTD | +61.2% | -23.3% | +84.4% | +65.1% |
| 1Y | +28.6% | -16.6% | +45.2% | +28.9% |
| All | +102.8% | -19.2% | +122.0% | +100.9% |
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 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