-27.7%
SPOT vs AMRZ
-17.3%
-10.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.7% | -2.6% |
| 7D | -2.9% | -2.0% | -0.8% | -2.9% |
| 30D | +8.3% | -9.8% | +18.1% | +8.1% |
| 3M | +5.1% | -17.2% | +22.3% | +4.6% |
| 6M | -6.5% | -26.9% | +20.5% | -6.7% |
| YTD | -9.0% | -21.5% | +12.5% | -8.2% |
| 1Y | -26.4% | -22.9% | -3.5% | -25.9% |
| All | -27.7% | -17.3% | -10.4% | -27.6% |
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