-18.5%
AMRZ vs ESI
+48.8%
-67.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.4% |
| 7D | +1.2% | -8.5% | +9.7% | +3.7% |
| 30D | +15.1% | -15.7% | +30.7% | +20.6% |
| 3M | -18.1% | -18.2% | +0.2% | -13.4% |
| 6M | -23.5% | -28.8% | +5.4% | -16.3% |
| YTD | -21.6% | +26.3% | -47.9% | -32.3% |
| 1Y | -14.7% | +18.2% | -33.0% | -25.1% |
| All | -18.5% | +48.8% | -67.3% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling