+69.8%
TGT vs AMRZ
-20.1%
+89.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -5.2% | -7.5% | +2.3% | -4.1% |
| 30D | +1.2% | -12.4% | +13.6% | +3.2% |
| 3M | +18.4% | -22.4% | +40.8% | +22.6% |
| 6M | +33.4% | -29.5% | +63.0% | +39.4% |
| YTD | +63.8% | -24.1% | +88.0% | +67.6% |
| 1Y | +77.2% | -26.3% | +103.4% | +80.1% |
| All | +69.8% | -20.1% | +89.9% | +70.6% |
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