+71.6%
TGT vs AMRZ
-19.2%
+90.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.8% |
| 7D | -3.6% | -4.7% | +1.1% | -2.9% |
| 30D | +4.4% | -11.3% | +15.7% | +6.2% |
| 3M | +25.4% | -22.1% | +47.4% | +29.7% |
| 6M | +33.4% | -29.6% | +63.0% | +39.3% |
| YTD | +65.6% | -23.3% | +88.9% | +69.2% |
| 1Y | +80.3% | -23.7% | +104.0% | +82.3% |
| All | +71.6% | -19.2% | +90.9% | +72.2% |
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 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