-17.0%
AMRZ vs EL
+41.7%
-58.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -2.6% |
| 7D | +2.5% | -1.1% | +3.6% | +2.7% |
| 30D | +14.4% | +15.3% | -0.9% | +11.1% |
| 3M | -19.2% | +24.2% | -43.4% | -22.7% |
| 6M | -19.7% | +30.9% | -50.6% | -24.2% |
| YTD | -20.2% | +3.9% | -24.0% | -22.8% |
| 1Y | -15.1% | +19.9% | -34.9% | -19.9% |
| All | -17.0% | +41.7% | -58.6% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling