+3.0%
PM vs AMRZ
-13.6%
+16.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -2.0% |
| 7D | -4.9% | -1.9% | -3.0% | -4.9% |
| 30D | -3.4% | -16.9% | +13.5% | -3.3% |
| 3M | +5.2% | -19.2% | +24.4% | +5.2% |
| 6M | +3.7% | -29.3% | +33.0% | +3.9% |
| YTD | +15.8% | -18.0% | +33.7% | +16.2% |
| 1Y | +17.4% | -15.1% | +32.4% | +18.8% |
| All | +3.0% | -13.6% | +16.6% | +5.2% |
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