-14.7%
AMRZ vs EL
+22.5%
-37.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.1% | -2.3% |
| 7D | +1.2% | +0.8% | +0.4% | +1.0% |
| 30D | +15.1% | +16.5% | -1.5% | +11.4% |
| 3M | -18.1% | +29.2% | -47.2% | -22.5% |
| 6M | -23.5% | +27.9% | -51.4% | -27.6% |
| YTD | -21.6% | +6.2% | -27.8% | -25.5% |
| 1Y | -14.7% | +27.2% | -41.9% | -21.0% |
| All | -14.7% | +22.5% | -37.3% | -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