-16.6%
AMRZ vs ESI
+56.5%
-73.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.9% | +0.7% |
| 7D | -1.1% | -3.5% | +2.3% | -0.3% |
| 30D | +18.3% | -9.3% | +27.5% | +21.2% |
| 3M | -8.0% | -12.8% | +4.8% | -4.8% |
| 6M | -18.7% | -24.6% | +5.9% | -12.6% |
| YTD | -19.8% | +32.7% | -52.6% | -31.8% |
| 1Y | -12.3% | +20.3% | -32.6% | -23.3% |
| All | -16.6% | +56.5% | -73.1% | -28.9% |
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