+51.9%
TMO vs AMRZ
-19.2%
+71.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +1.0% |
| 7D | -0.5% | -4.7% | +4.2% | +0.6% |
| 30D | +1.0% | -11.3% | +12.3% | +3.7% |
| 3M | +22.7% | -22.1% | +44.8% | +29.3% |
| 6M | +19.0% | -29.6% | +48.6% | +28.1% |
| YTD | +4.7% | -23.3% | +28.0% | +10.4% |
| 1Y | +26.0% | -23.7% | +49.7% | +32.8% |
| All | +51.9% | -19.2% | +71.1% | +56.3% |
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