-18.7%
AMRZ vs EFV
+37.9%
-56.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -5.5% | -1.0% | -4.5% | -4.3% |
| 30D | +15.6% | +3.1% | +12.6% | +11.8% |
| 3M | -12.1% | -1.2% | -10.9% | -10.6% |
| 6M | -19.4% | +5.6% | -25.1% | -24.1% |
| YTD | -21.9% | +15.8% | -37.7% | -33.4% |
| 1Y | -15.0% | +20.0% | -35.0% | -29.9% |
| All | -18.7% | +37.9% | -56.6% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling