-2.3%
TT vs AMRZ
-12.3%
+10.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.3% | +2.4% | +4.1% |
| 7D | +1.7% | -1.1% | +2.9% | +2.0% |
| 30D | -11.8% | +18.3% | -30.1% | -15.7% |
| 3M | -12.6% | -8.0% | -4.6% | -10.7% |
| 6M | -9.4% | -18.7% | +9.3% | -4.8% |
| YTD | +8.8% | -19.8% | +28.7% | +13.7% |
| All | -2.3% | -12.3% | +10.0% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling