+20.7%
XYZ vs AMRZ
-11.5%
+32.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +5.2% | +10.1% | +12.7% |
| 7D | +16.5% | +10.3% | +6.2% | +11.3% |
| 30D | +15.0% | +18.7% | -3.7% | +6.2% |
| 3M | +3.5% | -14.6% | +18.2% | +10.8% |
| 6M | +21.9% | -12.9% | +34.8% | +27.9% |
| YTD | +34.6% | -17.4% | +52.0% | +45.5% |
| 1Y | +20.7% | -12.3% | +33.0% | +23.9% |
| All | +20.7% | -11.5% | +32.2% | +23.9% |
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