+39.4%
TPR vs AMRZ
-17.3%
+56.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.3% | +0.5% | -2.2% |
| 7D | -3.4% | -2.0% | -1.4% | -2.7% |
| 30D | -27.3% | -9.8% | -17.5% | -24.7% |
| 3M | -16.2% | -17.2% | +1.0% | -11.4% |
| 6M | -17.9% | -26.9% | +9.0% | -9.4% |
| YTD | -7.1% | -21.5% | +14.4% | -0.5% |
| 1Y | +13.6% | -22.9% | +36.5% | +20.8% |
| All | +39.4% | -17.3% | +56.7% | +45.3% |
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 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