+692.9%
WDC vs AMRZ
-17.3%
+710.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +3.7% |
| 7D | +6.0% | -2.0% | +8.0% | +6.6% |
| 30D | +9.9% | -9.8% | +19.8% | +13.9% |
| 3M | -9.4% | -17.2% | +7.8% | -3.3% |
| 6M | +94.7% | -26.9% | +121.7% | +117.0% |
| YTD | +177.4% | -21.5% | +198.8% | +198.4% |
| 1Y | +412.6% | -22.9% | +435.5% | +439.1% |
| All | +692.9% | -17.3% | +710.2% | +723.4% |
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 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