+23.2%
XLB vs AMRZ
-19.3%
+42.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.7% |
| 7D | 0.0% | -4.0% | +4.0% | +1.2% |
| 30D | +5.3% | +12.4% | -7.1% | +2.0% |
| 3M | 0.0% | -11.5% | +11.5% | +3.1% |
| 6M | +1.2% | -21.6% | +22.8% | +7.2% |
| YTD | +16.9% | -23.4% | +40.3% | +23.9% |
| 1Y | +20.9% | -17.2% | +38.1% | +26.0% |
| All | +23.2% | -19.3% | +42.5% | +28.3% |
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