-17.0%
AMRZ vs FDS
-20.7%
+3.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.4% |
| 7D | +2.5% | +6.4% | -3.9% | +2.1% |
| 30D | +14.4% | +25.2% | -10.8% | +12.8% |
| 3M | -19.2% | +22.9% | -42.1% | -20.1% |
| 6M | -19.7% | +56.5% | -76.2% | -22.2% |
| YTD | -20.2% | +19.0% | -39.1% | -20.9% |
| 1Y | -15.1% | +32.7% | -47.8% | -17.8% |
| All | -17.0% | -20.7% | +3.7% | -10.5% |
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 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