-29.6%
VG vs AMRZ
-17.5%
-12.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | -0.6% |
| 7D | -22.0% | +1.2% | -23.2% | -21.3% |
| 30D | -11.6% | +15.1% | -26.7% | -7.0% |
| 3M | -14.9% | -18.1% | +3.2% | -19.2% |
| 6M | -3.5% | -23.5% | +19.9% | -7.8% |
| YTD | +70.0% | -21.6% | +91.6% | +57.2% |
| 1Y | +50.0% | -14.7% | +64.7% | +34.2% |
| All | -29.6% | -17.5% | -12.2% | -37.2% |
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