+4.8%
PM vs AMRZ
-19.2%
+24.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +0.5% |
| 7D | -1.2% | -4.7% | +3.5% | -1.2% |
| 30D | -0.2% | -11.3% | +11.1% | -0.1% |
| 3M | +4.9% | -22.1% | +27.0% | +5.0% |
| 6M | +9.0% | -29.6% | +38.6% | +9.2% |
| YTD | +17.8% | -23.3% | +41.1% | +18.2% |
| 1Y | +16.8% | -23.7% | +40.5% | +18.1% |
| All | +4.8% | -19.2% | +24.1% | +7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling