+31.4%
RF vs AMRZ
-17.5%
+48.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.1% |
| 7D | -0.9% | +1.2% | -2.1% | -1.2% |
| 30D | +6.0% | +15.1% | -9.0% | +2.9% |
| 3M | -8.9% | -18.1% | +9.2% | -5.5% |
| 6M | +2.3% | -23.5% | +25.8% | +7.2% |
| YTD | +7.6% | -21.6% | +29.2% | +11.3% |
| 1Y | +21.2% | -14.7% | +35.9% | +23.3% |
| All | +31.4% | -17.5% | +48.8% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling