-12.3%
AMRZ vs ES
-1.6%
-10.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.1% | +4.7% |
| 7D | +10.3% | +5.3% | +5.0% | +9.2% |
| 30D | +18.7% | +8.9% | +9.8% | +16.8% |
| 3M | -14.6% | -1.9% | -12.7% | -14.5% |
| 6M | -12.9% | +3.9% | -16.8% | -13.6% |
| YTD | -17.4% | +8.3% | -25.6% | -18.5% |
| 1Y | -12.3% | -0.1% | -12.2% | -12.9% |
| All | -12.3% | -1.6% | -10.7% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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