+39.5%
SPG vs AMRZ
-17.3%
+56.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.4% | +1.7% |
| 7D | 0.0% | -2.0% | +2.0% | +0.2% |
| 30D | -4.9% | -9.8% | +4.9% | -3.7% |
| 3M | +3.3% | -17.2% | +20.5% | +5.6% |
| 6M | +11.2% | -26.9% | +38.1% | +15.3% |
| YTD | +17.1% | -21.5% | +38.5% | +20.1% |
| 1Y | +21.6% | -22.9% | +44.5% | +25.6% |
| All | +39.5% | -17.3% | +56.8% | +41.9% |
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