+20.4%
XLB vs AMRZ
-19.2%
+39.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.4% |
| 7D | -2.9% | -4.7% | +1.7% | -1.8% |
| 30D | -3.4% | -11.3% | +7.9% | -0.3% |
| 3M | +1.6% | -22.1% | +23.7% | +8.0% |
| 6M | +3.6% | -29.6% | +33.2% | +12.4% |
| YTD | +14.2% | -23.3% | +37.6% | +21.1% |
| 1Y | +15.6% | -23.7% | +39.3% | +22.0% |
| All | +20.4% | -19.2% | +39.6% | +25.5% |
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