-15.1%
AMRZ vs ES
+1.7%
-16.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.5% | -3.8% |
| 7D | +2.5% | +5.9% | -3.4% | +1.3% |
| 30D | +14.4% | +10.2% | +4.2% | +12.2% |
| 3M | -19.2% | +0.4% | -19.6% | -19.4% |
| 6M | -19.7% | +6.9% | -26.6% | -20.8% |
| YTD | -20.2% | +10.5% | -30.7% | -21.6% |
| 1Y | -15.1% | +3.2% | -18.3% | -16.1% |
| All | -15.1% | +1.7% | -16.7% | -16.1% |
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