+124.0%
PSX vs AMRZ
-19.2%
+143.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +0.5% |
| 7D | +1.8% | -4.7% | +6.5% | +1.6% |
| 30D | +21.6% | -11.3% | +32.9% | +20.9% |
| 3M | +46.5% | -22.1% | +68.5% | +44.8% |
| 6M | +62.0% | -29.6% | +91.6% | +61.5% |
| YTD | +106.3% | -23.3% | +129.6% | +101.4% |
| 1Y | +103.0% | -23.7% | +126.7% | +98.8% |
| All | +124.0% | -19.2% | +143.3% | +114.7% |
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