+236.3%
TTMI vs AMRZ
-19.2%
+255.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -3.1% |
| 7D | +7.5% | -4.7% | +12.1% | +9.2% |
| 30D | -4.5% | -11.3% | +6.8% | -0.5% |
| 3M | -28.5% | -22.1% | -6.5% | -22.3% |
| 6M | +28.4% | -29.6% | +58.0% | +44.9% |
| YTD | +80.1% | -23.3% | +103.4% | +96.6% |
| 1Y | +161.0% | -23.7% | +184.8% | +179.5% |
| All | +236.3% | -19.2% | +255.5% | +252.0% |
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