+21.4%
XLI vs AMRZ
-20.1%
+41.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.7% | -7.5% | +5.9% | +0.1% |
| 30D | -7.3% | -12.4% | +5.1% | -4.5% |
| 3M | -1.3% | -22.4% | +21.0% | +4.0% |
| 6M | +2.2% | -29.5% | +31.8% | +9.5% |
| YTD | +11.7% | -24.1% | +35.9% | +17.8% |
| 1Y | +14.3% | -26.3% | +40.5% | +19.8% |
| All | +21.4% | -20.1% | +41.5% | +26.1% |
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