+35.0%
AME vs AMRZ
-17.3%
+52.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +1.0% |
| 7D | +2.8% | -2.0% | +4.8% | +3.2% |
| 30D | -6.3% | -9.8% | +3.6% | -4.0% |
| 3M | +5.4% | -17.2% | +22.6% | +9.8% |
| 6M | +7.4% | -26.9% | +34.4% | +14.8% |
| YTD | +16.2% | -21.5% | +37.6% | +22.4% |
| 1Y | +26.8% | -22.9% | +49.7% | +33.2% |
| All | +35.0% | -17.3% | +52.3% | +39.1% |
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