+7.9%
V vs AMRZ
-19.2%
+27.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.1% |
| 7D | -2.9% | -4.7% | +1.7% | -2.1% |
| 30D | +1.9% | -11.3% | +13.1% | +3.9% |
| 3M | +13.2% | -22.1% | +35.3% | +17.6% |
| 6M | +16.7% | -29.6% | +46.3% | +23.2% |
| YTD | +5.4% | -23.3% | +28.7% | +8.6% |
| 1Y | +7.7% | -23.7% | +31.4% | +11.0% |
| All | +7.9% | -19.2% | +27.1% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling