-48.0%
TRI vs AMRZ
-20.1%
-27.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -7.9% | -7.5% | -0.4% | -7.7% |
| 30D | -4.5% | -12.4% | +7.9% | -4.3% |
| 3M | +22.1% | -22.4% | +44.5% | +22.0% |
| 6M | -2.8% | -29.5% | +26.8% | -2.6% |
| YTD | -23.4% | -24.1% | +0.7% | -24.2% |
| 1Y | -41.5% | -26.3% | -15.3% | -42.2% |
| All | -48.0% | -20.1% | -27.9% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling