+665.7%
WDC vs AMRZ
-20.3%
+686.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.0% |
| 7D | +4.4% | -8.1% | +12.5% | +7.5% |
| 30D | +5.3% | -14.8% | +20.1% | +11.4% |
| 3M | -5.9% | -19.7% | +13.8% | +1.4% |
| 6M | +73.2% | -30.8% | +104.0% | +96.9% |
| YTD | +167.8% | -24.3% | +192.1% | +191.9% |
| 1Y | +386.0% | -24.0% | +410.0% | +417.6% |
| All | +665.7% | -20.3% | +686.0% | +705.6% |
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