-16.6%
AMRZ vs FDS
-23.9%
+7.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.3% |
| 7D | -1.1% | -5.0% | +3.8% | -0.7% |
| 30D | +18.3% | +13.8% | +4.5% | +17.4% |
| 3M | -8.0% | +14.8% | -22.8% | -8.6% |
| 6M | -18.7% | +47.4% | -66.1% | -20.7% |
| YTD | -19.8% | +14.2% | -34.0% | -20.3% |
| 1Y | -12.3% | +26.6% | -39.0% | -14.8% |
| All | -16.6% | -23.9% | +7.3% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling