+26.9%
S vs AMRZ
-19.2%
+46.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | +2.0% | -2.1% | +4.1% | +2.1% |
| 30D | -2.7% | +13.0% | -15.7% | -3.0% |
| 3M | -6.9% | -12.1% | +5.2% | -5.9% |
| 6M | +38.1% | -19.1% | +57.2% | +39.4% |
| YTD | +48.0% | -23.3% | +71.3% | +49.1% |
| 1Y | +34.5% | -16.6% | +51.0% | +32.1% |
| All | +26.9% | -19.2% | +46.0% | +23.4% |
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