+391.1%
WDC vs AMRZ
-19.2%
+410.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.0% |
| 7D | +12.1% | -2.1% | +14.2% | +12.9% |
| 30D | -18.8% | +13.0% | -31.8% | -22.2% |
| 3M | -39.3% | -12.1% | -27.2% | -36.5% |
| 6M | -40.1% | -19.1% | -21.0% | -35.7% |
| YTD | +71.8% | -23.3% | +95.1% | +86.3% |
| 1Y | +88.5% | -16.6% | +105.0% | +100.0% |
| All | +391.1% | -19.2% | +410.3% | +414.2% |
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