-18.5%
AMRZ vs FDS
-23.6%
+5.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.5% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | +15.1% | +20.2% | -5.1% | +13.8% |
| 3M | -18.1% | +19.9% | -37.9% | -18.8% |
| 6M | -23.5% | +56.2% | -79.6% | -25.9% |
| YTD | -21.6% | +14.6% | -36.2% | -22.1% |
| 1Y | -14.7% | +31.6% | -46.3% | -17.7% |
| All | -18.5% | -23.6% | +5.1% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling