-15.1%
AMRZ vs EL
+14.8%
-29.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.0% |
| 7D | -1.9% | +0.8% | -2.7% | -2.1% |
| 30D | -16.9% | +19.8% | -36.8% | -20.1% |
| 3M | -19.2% | +25.7% | -44.9% | -23.1% |
| 6M | -29.3% | +5.4% | -34.7% | -31.1% |
| YTD | -18.0% | +0.2% | -18.2% | -20.4% |
| 1Y | -15.1% | +20.4% | -35.5% | -21.0% |
| All | -15.1% | +14.8% | -29.8% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling