-20.3%
AMRZ vs ESI
+58.2%
-78.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.3% |
| 7D | -4.0% | +8.3% | -12.3% | -6.4% |
| 30D | +12.4% | -10.4% | +22.8% | +15.7% |
| 3M | -11.5% | -13.2% | +1.7% | -8.3% |
| 6M | -21.6% | -23.9% | +2.3% | -16.0% |
| YTD | -23.4% | +34.2% | -57.6% | -35.0% |
| 1Y | -17.2% | +22.2% | -39.4% | -27.9% |
| All | -20.3% | +58.2% | -78.5% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling