-14.7%
AMRZ vs ES
+17.8%
-32.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -1.9% | +0.3% | -2.2% | -1.9% |
| 30D | -16.9% | -2.0% | -15.0% | -16.7% |
| 3M | -19.2% | +1.7% | -20.9% | -19.4% |
| 6M | -29.3% | -3.5% | -25.7% | -29.5% |
| YTD | -18.0% | +7.9% | -25.9% | -18.7% |
| 1Y | -15.1% | +17.2% | -32.2% | -16.6% |
| All | -14.7% | +17.8% | -32.5% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling