-5.7%
T vs AMRZ
-19.2%
+13.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -1.8% |
| 7D | -3.1% | -4.7% | +1.6% | -3.2% |
| 30D | +4.6% | -11.3% | +15.9% | +4.3% |
| 3M | +12.2% | -22.1% | +34.3% | +11.4% |
| 6M | -6.5% | -29.6% | +23.1% | -7.6% |
| YTD | +4.9% | -23.3% | +28.2% | +3.6% |
| 1Y | -10.5% | -23.7% | +13.2% | -12.4% |
| All | -5.7% | -19.2% | +13.6% | -6.6% |
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