-87.2%
SMR vs AMRZ
-19.2%
-68.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.5% | -3.4% |
| 7D | -8.3% | -2.1% | -6.2% | -7.2% |
| 30D | -20.1% | +13.0% | -33.0% | -24.5% |
| 3M | -52.7% | -12.1% | -40.6% | -50.0% |
| 6M | -61.0% | -19.1% | -41.9% | -57.6% |
| YTD | -67.1% | -23.3% | -43.9% | -63.2% |
| 1Y | -79.9% | -16.6% | -63.3% | -77.9% |
| All | -87.2% | -19.2% | -68.1% | -85.3% |
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