+67.5%
AEM vs AMRZ
-19.2%
+86.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.1% |
| 7D | +3.0% | -4.7% | +7.7% | +4.6% |
| 30D | +12.5% | -11.3% | +23.8% | +16.6% |
| 3M | +26.9% | -22.1% | +49.0% | +36.5% |
| 6M | -9.4% | -29.6% | +20.1% | -0.1% |
| YTD | +20.3% | -23.3% | +43.6% | +31.3% |
| 1Y | +33.8% | -23.7% | +57.5% | +45.3% |
| All | +67.5% | -19.2% | +86.7% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling