+4.3%
PM vs AMRZ
-17.3%
+21.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +1.2% |
| 7D | -1.3% | -2.0% | +0.7% | -1.3% |
| 30D | -2.6% | -9.8% | +7.3% | -2.5% |
| 3M | +5.8% | -17.2% | +23.0% | +5.9% |
| 6M | +10.6% | -26.9% | +37.5% | +10.8% |
| YTD | +17.2% | -21.5% | +38.6% | +17.6% |
| 1Y | +17.6% | -22.9% | +40.5% | +18.8% |
| All | +4.3% | -17.3% | +21.6% | +6.5% |
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 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