+29.2%
SPYM vs AMRZ
-17.3%
+46.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.1% |
| 7D | +0.6% | -2.0% | +2.6% | +0.9% |
| 30D | -0.9% | -9.8% | +8.9% | +0.5% |
| 3M | +3.9% | -17.2% | +21.1% | +6.4% |
| 6M | +14.5% | -26.9% | +41.5% | +19.1% |
| YTD | +13.0% | -21.5% | +34.5% | +16.1% |
| 1Y | +19.4% | -22.9% | +42.3% | +22.0% |
| All | +29.2% | -17.3% | +46.5% | +31.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling