+0.8%
SO vs AMRZ
-22.9%
+23.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +0.9% |
| 7D | +1.0% | -2.0% | +3.0% | +1.0% |
| 30D | -3.2% | -9.8% | +6.6% | -3.3% |
| 3M | -1.7% | -17.2% | +15.5% | -1.8% |
| 6M | -7.2% | -26.9% | +19.7% | -7.7% |
| YTD | +4.6% | -21.5% | +26.0% | +4.5% |
| All | +0.8% | -22.9% | +23.7% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling