+43.4%
XLK vs AMRZ
-14.5%
+57.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +0.9% | -1.9% | +2.8% | +1.2% |
| 30D | +0.7% | -16.9% | +17.7% | +4.3% |
| 3M | -2.9% | -19.2% | +16.3% | +0.8% |
| 6M | +34.3% | -29.3% | +63.5% | +42.1% |
| YTD | +30.4% | -18.0% | +48.4% | +34.1% |
| 1Y | +43.4% | -15.1% | +58.4% | +44.0% |
| All | +43.4% | -14.5% | +57.8% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling