-16.6%
AMRZ vs EL
+48.9%
-65.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +1.7% |
| 7D | -1.1% | +8.0% | -9.1% | -2.6% |
| 30D | +18.3% | +15.4% | +2.9% | +14.9% |
| 3M | -8.0% | +28.5% | -36.5% | -12.6% |
| 6M | -18.7% | +32.2% | -50.9% | -23.4% |
| YTD | -19.8% | +9.2% | -29.0% | -23.3% |
| 1Y | -12.3% | +30.8% | -43.1% | -18.6% |
| All | -16.6% | +48.9% | -65.5% | -21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling