+13.6%
XLF vs AMRZ
-20.3%
+33.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -2.9% | -8.1% | +5.2% | -1.6% |
| 30D | -1.6% | -14.8% | +13.2% | +0.8% |
| 3M | +9.3% | -19.7% | +29.0% | +12.6% |
| 6M | +14.6% | -30.8% | +45.4% | +20.6% |
| YTD | +4.7% | -24.3% | +29.0% | +8.4% |
| 1Y | +8.6% | -24.0% | +32.7% | +12.0% |
| All | +13.6% | -20.3% | +33.9% | +16.0% |
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