+6.3%
XLC vs AMRZ
-19.2%
+25.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +3.7% | -2.1% | +5.8% | +4.0% |
| 30D | -1.9% | +13.0% | -14.9% | -3.5% |
| 3M | -3.1% | -12.1% | +9.0% | -1.7% |
| 6M | -6.4% | -19.1% | +12.8% | -4.4% |
| YTD | -6.8% | -23.3% | +16.4% | -4.5% |
| 1Y | -1.7% | -16.6% | +14.9% | -0.4% |
| All | +6.3% | -19.2% | +25.5% | +7.2% |
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