+11.9%
XRT vs AMRZ
-17.3%
+29.2%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.1% |
| 7D | -0.3% | -2.0% | +1.8% | +0.2% |
| 30D | -5.6% | -9.8% | +4.2% | -3.2% |
| 3M | +2.5% | -17.2% | +19.8% | +7.0% |
| 6M | +3.7% | -26.9% | +30.6% | +10.9% |
| YTD | +1.0% | -21.5% | +22.4% | +5.7% |
| 1Y | -1.2% | -22.9% | +21.7% | +2.7% |
| All | +11.9% | -17.3% | +29.2% | +14.5% |
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