+21.0%
XLI vs AMRZ
-19.2%
+40.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.0% |
| 7D | -0.6% | -4.7% | +4.1% | +0.5% |
| 30D | -6.9% | -11.3% | +4.3% | -4.5% |
| 3M | -1.9% | -22.1% | +20.1% | +3.2% |
| 6M | +1.0% | -29.6% | +30.6% | +8.1% |
| YTD | +11.3% | -23.3% | +34.6% | +17.1% |
| 1Y | +15.8% | -23.7% | +39.5% | +20.8% |
| All | +21.0% | -19.2% | +40.2% | +25.4% |
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