+57.5%
TPR vs AMRZ
-17.5%
+74.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.4% |
| 7D | +14.2% | +1.2% | +13.0% | +13.5% |
| 30D | +17.1% | +15.1% | +2.0% | +11.2% |
| 3M | -17.7% | -18.1% | +0.3% | -12.3% |
| 6M | -10.2% | -23.5% | +13.3% | -2.4% |
| YTD | +4.9% | -21.6% | +26.5% | +12.1% |
| 1Y | +36.1% | -14.7% | +50.9% | +41.1% |
| All | +57.5% | -17.5% | +74.9% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling