+27.7%
SPY vs AMRZ
-20.3%
+47.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -2.0% | -8.1% | +6.1% | -0.8% |
| 30D | -1.7% | -14.8% | +13.2% | +0.6% |
| 3M | +4.7% | -19.7% | +24.5% | +7.7% |
| 6M | +12.5% | -30.8% | +43.3% | +17.8% |
| YTD | +11.7% | -24.3% | +36.0% | +15.4% |
| 1Y | +17.5% | -24.0% | +41.5% | +20.5% |
| All | +27.7% | -20.3% | +47.9% | +30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling