-2.0%
TLT vs AMRZ
-19.3%
+17.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.3% |
| 7D | -2.7% | -4.0% | +1.3% | -2.4% |
| 30D | +2.2% | +12.4% | -10.2% | +1.1% |
| 3M | -1.7% | -11.5% | +9.8% | -1.0% |
| 6M | -4.0% | -21.6% | +17.6% | -2.5% |
| YTD | -4.9% | -23.4% | +18.4% | -3.5% |
| 1Y | -7.4% | -17.2% | +9.8% | -6.3% |
| All | -2.0% | -19.3% | +17.3% | -0.2% |
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 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