-0.1%
VMC vs AMRZ
-17.3%
+17.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.6% | +0.2% |
| 7D | -0.5% | -2.0% | +1.5% | +0.3% |
| 30D | -9.1% | -9.8% | +0.7% | -5.0% |
| 3M | -4.1% | -17.2% | +13.1% | +3.5% |
| 6M | -5.5% | -26.9% | +21.4% | +6.5% |
| YTD | -8.9% | -21.5% | +12.6% | +0.4% |
| 1Y | -12.9% | -22.9% | +9.9% | -3.7% |
| All | -0.1% | -17.3% | +17.2% | +8.5% |
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