-7.8%
TEAM vs AMRZ
-19.2%
+11.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.1% | +0.6% |
| 7D | -4.7% | -4.7% | 0.0% | -4.9% |
| 30D | +17.0% | -11.3% | +28.3% | +15.9% |
| 3M | +85.9% | -22.1% | +108.0% | +82.6% |
| 6M | +116.7% | -29.6% | +146.2% | +115.9% |
| YTD | +9.6% | -23.3% | +32.9% | +5.7% |
| 1Y | -2.5% | -23.7% | +21.2% | -5.7% |
| All | -7.8% | -19.2% | +11.4% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling