+14.4%
XLF vs AMRZ
-20.1%
+34.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | -7.5% | +6.1% | -0.2% |
| 30D | -1.2% | -12.4% | +11.2% | +0.9% |
| 3M | +9.2% | -22.4% | +31.6% | +13.2% |
| 6M | +16.3% | -29.5% | +45.9% | +22.1% |
| YTD | +5.4% | -24.1% | +29.6% | +9.1% |
| 1Y | +7.6% | -26.3% | +33.9% | +11.3% |
| All | +14.4% | -20.1% | +34.5% | +16.8% |
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