+61.2%
PR vs AMRZ
-17.3%
+78.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +3.0% | +0.7% |
| 7D | -9.5% | 0.0% | -9.5% | -9.4% |
| 30D | -5.7% | +15.9% | -21.6% | -4.3% |
| 3M | +3.0% | -9.2% | +12.1% | +2.5% |
| 6M | +11.8% | -20.3% | +32.1% | +10.7% |
| YTD | +58.5% | -21.5% | +79.9% | +56.2% |
| 1Y | +69.9% | -12.9% | +82.7% | +64.7% |
| All | +61.2% | -17.3% | +78.5% | +54.5% |
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 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