+117.7%
SMH vs AMRZ
-20.1%
+137.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +0.3% | -7.5% | +7.8% | +2.2% |
| 30D | -2.8% | -12.4% | +9.6% | +0.5% |
| 3M | -6.7% | -22.4% | +15.7% | -0.9% |
| 6M | +41.8% | -29.5% | +71.3% | +53.7% |
| YTD | +57.9% | -24.1% | +82.0% | +68.3% |
| 1Y | +87.6% | -26.3% | +113.9% | +97.3% |
| All | +117.7% | -20.1% | +137.9% | +127.0% |
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