-48.9%
TRI vs AMRZ
-20.3%
-28.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.3% |
| 7D | -14.4% | -8.1% | -6.2% | -14.2% |
| 30D | -8.1% | -14.8% | +6.7% | -8.0% |
| 3M | +17.5% | -19.7% | +37.3% | +17.6% |
| 6M | -5.0% | -30.8% | +25.9% | -4.7% |
| YTD | -24.7% | -24.3% | -0.4% | -25.4% |
| 1Y | -41.5% | -24.0% | -17.5% | -42.2% |
| All | -48.9% | -20.3% | -28.6% | -49.2% |
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 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