+34.4%
XYZ vs AMRZ
-17.5%
+51.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.5% |
| 7D | +12.1% | +1.2% | +11.0% | +11.9% |
| 30D | +12.4% | +15.1% | -2.7% | +6.3% |
| 3M | +8.2% | -18.1% | +26.2% | +16.9% |
| 6M | +20.7% | -23.5% | +44.1% | +33.4% |
| YTD | +31.3% | -21.6% | +52.9% | +44.8% |
| 1Y | +20.5% | -14.7% | +35.3% | +29.8% |
| All | +34.4% | -17.5% | +51.8% | +45.8% |
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