+60.2%
ROKU vs AMRZ
-14.5%
+74.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -1.3% | -1.9% | +0.6% | -0.8% |
| 30D | +5.9% | -16.9% | +22.8% | +11.2% |
| 3M | +23.9% | -19.2% | +43.1% | +30.9% |
| 6M | +59.6% | -29.3% | +88.8% | +74.9% |
| YTD | +43.4% | -18.0% | +61.4% | +49.4% |
| 1Y | +60.2% | -15.1% | +75.2% | +64.5% |
| All | +60.2% | -14.5% | +74.6% | +64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling