-14.7%
AMRZ vs FDS
-29.6%
+15.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.2% |
| 7D | -1.9% | -1.9% | 0.0% | -1.8% |
| 30D | -16.9% | +9.0% | -25.9% | -17.3% |
| 3M | -19.2% | +18.9% | -38.0% | -19.9% |
| 6M | -29.3% | +35.1% | -64.4% | -30.9% |
| YTD | -18.0% | +5.5% | -23.5% | -18.1% |
| 1Y | -15.1% | -16.8% | +1.7% | -9.6% |
| All | -14.7% | -29.6% | +15.0% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling