+1.4%
SO vs AMRZ
-19.2%
+20.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.8% |
| 7D | 0.0% | -4.7% | +4.7% | 0.0% |
| 30D | -2.5% | -11.3% | +8.8% | -2.6% |
| 3M | -4.2% | -22.1% | +17.9% | -4.3% |
| 6M | -7.7% | -29.6% | +21.9% | -8.0% |
| YTD | +3.8% | -23.3% | +27.1% | +3.7% |
| 1Y | +0.1% | -23.7% | +23.8% | +0.1% |
| All | +1.4% | -19.2% | +20.7% | +2.0% |
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 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