+47.5%
AEM vs AMRZ
-19.2%
+66.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -6.8% | -2.1% | -4.8% | -6.1% |
| 30D | +0.8% | +13.0% | -12.2% | -3.1% |
| 3M | -0.8% | -12.1% | +11.3% | +3.1% |
| 6M | -8.5% | -19.1% | +10.6% | -2.8% |
| YTD | +5.9% | -23.3% | +29.2% | +15.6% |
| 1Y | +6.6% | -16.6% | +23.2% | +16.3% |
| All | +47.5% | -19.2% | +66.7% | +62.1% |
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