+15.2%
WFC vs AMRZ
-17.7%
+32.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -1.3% | -5.5% | +4.2% | -0.1% |
| 30D | +3.6% | +15.6% | -12.1% | +0.7% |
| 3M | -1.3% | -12.1% | +10.8% | +1.0% |
| 6M | +18.0% | -19.4% | +37.4% | +22.2% |
| YTD | -5.9% | -21.9% | +16.0% | -2.3% |
| 1Y | +1.8% | -15.0% | +16.8% | +4.9% |
| All | +15.2% | -17.7% | +32.9% | +17.2% |
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 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