+15.7%
XLP vs AMRZ
-17.3%
+33.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.3% |
| 7D | +2.3% | 0.0% | +2.4% | +2.3% |
| 30D | +9.1% | +15.9% | -6.8% | +8.2% |
| 3M | +7.9% | -9.2% | +17.0% | +8.3% |
| 6M | +9.6% | -20.3% | +29.9% | +10.6% |
| YTD | +19.4% | -21.5% | +40.9% | +20.5% |
| 1Y | +22.4% | -12.9% | +35.2% | +23.1% |
| All | +15.7% | -17.3% | +33.0% | +17.2% |
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