-73.4%
SMR vs AMRZ
-13.6%
-59.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +4.4% | -1.9% | +6.3% | +5.4% |
| 30D | +3.4% | -16.9% | +20.3% | +12.5% |
| 3M | -19.2% | -19.2% | 0.0% | -11.2% |
| 6M | -22.6% | -29.3% | +6.6% | -9.9% |
| YTD | -31.5% | -18.0% | -13.6% | -25.3% |
| 1Y | -73.1% | -15.1% | -58.0% | -71.5% |
| All | -73.4% | -13.6% | -59.8% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling