+40.0%
TRV vs AMRZ
-20.3%
+60.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -1.5% | -8.1% | +6.6% | -1.1% |
| 30D | -1.8% | -14.8% | +13.0% | -1.1% |
| 3M | +21.6% | -19.7% | +41.3% | +22.5% |
| 6M | +22.5% | -30.8% | +53.3% | +24.5% |
| YTD | +28.1% | -24.3% | +52.4% | +29.2% |
| 1Y | +37.0% | -24.0% | +61.1% | +37.4% |
| All | +40.0% | -20.3% | +60.3% | +39.4% |
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