+74.6%
PBR vs AMRZ
-17.3%
+91.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.3% | +7.8% | +3.0% |
| 7D | +2.5% | -2.0% | +4.5% | +2.2% |
| 30D | +19.4% | -9.8% | +29.2% | +18.1% |
| 3M | +20.8% | -17.2% | +38.0% | +18.7% |
| 6M | +23.5% | -26.9% | +50.4% | +20.5% |
| YTD | +83.4% | -21.5% | +104.9% | +79.0% |
| 1Y | +77.6% | -22.9% | +100.4% | +73.0% |
| All | +74.6% | -17.3% | +91.9% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling