-5.6%
UL vs AMRZ
-17.3%
+11.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.2% | -0.5% |
| 7D | -1.3% | -2.0% | +0.7% | -1.1% |
| 30D | +0.9% | -9.8% | +10.8% | +2.2% |
| 3M | +14.2% | -17.2% | +31.5% | +16.7% |
| 6M | -3.2% | -26.9% | +23.7% | +0.1% |
| YTD | -0.3% | -21.5% | +21.1% | +2.5% |
| 1Y | -8.8% | -22.9% | +14.1% | -6.1% |
| All | -5.6% | -17.3% | +11.7% | -2.8% |
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