+26.1%
SPYG vs AMRZ
-19.2%
+45.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -0.9% |
| 7D | +2.3% | -2.1% | +4.4% | +2.7% |
| 30D | -6.5% | +13.0% | -19.4% | -8.3% |
| 3M | -6.8% | -12.1% | +5.3% | -5.0% |
| 6M | -3.1% | -19.1% | +16.0% | -0.3% |
| YTD | +8.0% | -23.3% | +31.3% | +11.9% |
| 1Y | +10.2% | -16.6% | +26.8% | +13.0% |
| All | +26.1% | -19.2% | +45.2% | +28.8% |
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 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