-17.2%
AMRZ vs FDS
+23.2%
-40.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.9% |
| 7D | -4.0% | -2.6% | -1.4% | -3.9% |
| 30D | +12.4% | +14.1% | -1.7% | +11.8% |
| 3M | -11.5% | +19.8% | -31.3% | -12.0% |
| 6M | -21.6% | +55.0% | -76.6% | -22.9% |
| YTD | -23.4% | +15.9% | -39.3% | -24.5% |
| 1Y | -17.2% | +24.2% | -41.4% | -22.5% |
| All | -17.2% | +23.2% | -40.4% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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