+282.4%
STX vs AMRZ
-17.1%
+299.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | -17.3% | +0.2% | -17.5% | -17.1% |
| 30D | -35.9% | +16.2% | -52.1% | -37.8% |
| 3M | -37.3% | -8.9% | -28.4% | -35.9% |
| 6M | -35.8% | -20.1% | -15.7% | -32.7% |
| YTD | +82.7% | -21.3% | +104.0% | +90.3% |
| 1Y | +71.6% | -12.6% | +84.3% | +72.6% |
| All | +282.4% | -17.1% | +299.5% | +279.4% |
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