+27.5%
XLV vs AMRZ
-20.3%
+47.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -4.4% | -8.1% | +3.7% | -3.5% |
| 30D | -1.4% | -14.8% | +13.4% | +0.2% |
| 3M | +8.9% | -19.7% | +28.6% | +10.9% |
| 6M | +9.1% | -30.8% | +39.9% | +13.1% |
| YTD | +7.9% | -24.3% | +32.2% | +10.1% |
| 1Y | +22.7% | -24.0% | +46.8% | +24.9% |
| All | +27.5% | -20.3% | +47.8% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling