-14.7%
AMRZ vs EFV
+42.0%
-56.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -1.9% | +1.5% | -3.4% | -3.5% |
| 30D | -16.9% | +1.7% | -18.7% | -18.6% |
| 3M | -19.2% | +8.6% | -27.8% | -26.5% |
| 6M | -29.3% | +11.7% | -41.0% | -37.8% |
| YTD | -18.0% | +19.3% | -37.2% | -32.5% |
| 1Y | -15.1% | +30.2% | -45.3% | -35.2% |
| All | -14.7% | +42.0% | -56.7% | -37.0% |
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