+5.2%
VUG vs AMRZ
-11.5%
+16.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.6% | +0.7% |
| 7D | -3.0% | +10.3% | -13.3% | -4.6% |
| 30D | -6.4% | +18.7% | -25.1% | -9.1% |
| 3M | -3.2% | -14.6% | +11.4% | -0.7% |
| 6M | +3.1% | -12.9% | +16.0% | +4.8% |
| YTD | +6.3% | -17.4% | +23.6% | +8.3% |
| 1Y | +5.2% | -12.3% | +17.5% | +5.4% |
| All | +5.2% | -11.5% | +16.7% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling