-18.3%
AMRZ vs EFV
+41.1%
-59.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.5% |
| 7D | -2.0% | +1.0% | -3.0% | -3.0% |
| 30D | -9.8% | +0.2% | -10.0% | -10.0% |
| 3M | -17.2% | +9.6% | -26.8% | -25.4% |
| 6M | -26.9% | +14.0% | -41.0% | -37.0% |
| YTD | -21.5% | +18.5% | -39.9% | -34.9% |
| 1Y | -22.9% | +27.9% | -50.8% | -40.3% |
| All | -18.3% | +41.1% | -59.4% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling