+9.2%
VNQ vs AMRZ
-19.2%
+28.4%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | -0.9% | -4.7% | +3.8% | -0.4% |
| 30D | -2.2% | -11.3% | +9.0% | -1.0% |
| 3M | -1.9% | -22.1% | +20.1% | +0.4% |
| 6M | +3.2% | -29.6% | +32.8% | +6.6% |
| YTD | +9.4% | -23.3% | +32.7% | +11.7% |
| 1Y | +7.5% | -23.7% | +31.2% | +10.0% |
| All | +9.2% | -19.2% | +28.4% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling