+91.5%
ROKU vs AMRZ
-20.1%
+111.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.4% | -7.5% | +7.1% | +1.6% |
| 30D | +2.1% | -12.4% | +14.5% | +5.6% |
| 3M | +29.5% | -22.4% | +51.9% | +37.7% |
| 6M | +53.8% | -29.5% | +83.3% | +67.5% |
| YTD | +42.8% | -24.1% | +67.0% | +52.0% |
| 1Y | +60.7% | -26.3% | +87.0% | +71.7% |
| All | +91.5% | -20.1% | +111.6% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling