+25.9%
XYZ vs AMRZ
-17.3%
+43.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | -1.5% |
| 7D | +2.9% | -2.0% | +4.9% | +3.7% |
| 30D | +1.4% | -9.8% | +11.2% | +5.7% |
| 3M | +14.6% | -17.2% | +31.8% | +22.9% |
| 6M | +20.8% | -26.9% | +47.7% | +35.5% |
| YTD | +23.1% | -21.5% | +44.5% | +35.5% |
| 1Y | +5.6% | -22.9% | +28.5% | +15.1% |
| All | +25.9% | -17.3% | +43.2% | +36.4% |
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