+32.9%
XYZ vs AMRZ
-19.2%
+52.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | -1.1% | -2.1% | +1.0% | 0.0% |
| 30D | +11.5% | +13.0% | -1.5% | +6.5% |
| 3M | +1.8% | -12.1% | +13.9% | +7.5% |
| 6M | +21.2% | -19.1% | +40.3% | +31.3% |
| YTD | +29.9% | -23.3% | +53.2% | +44.8% |
| 1Y | +35.8% | -16.6% | +52.3% | +47.7% |
| All | +32.9% | -19.2% | +52.1% | +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