-4.2%
T vs AMRZ
-20.3%
+16.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.6% |
| 7D | -2.4% | -8.1% | +5.7% | -2.6% |
| 30D | +4.3% | -14.8% | +19.1% | +3.9% |
| 3M | +11.6% | -19.7% | +31.3% | +10.9% |
| 6M | -5.6% | -30.8% | +25.2% | -6.8% |
| YTD | +6.6% | -24.3% | +30.9% | +5.3% |
| 1Y | -8.4% | -24.0% | +15.7% | -10.2% |
| All | -4.2% | -20.3% | +16.1% | -5.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling