-52.7%
SPCH vs AMRZ
-19.4%
-33.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.8% |
| 7D | +8.2% | -1.9% | +10.1% | +6.5% |
| 30D | +74.4% | -16.9% | +91.3% | +65.2% |
| All | -52.7% | -19.4% | -33.3% | -53.8% |
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 · Available span rolling