-17.0%
AMRZ vs FGI
+124.4%
-141.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +2.5% | -11.6% | +14.1% | +2.6% |
| 30D | +14.4% | -3.3% | +17.7% | +14.4% |
| 3M | -19.2% | +65.6% | -84.7% | -20.3% |
| 6M | -19.7% | -2.8% | -16.9% | -20.5% |
| YTD | -20.2% | +30.1% | -50.3% | -21.5% |
| 1Y | -15.1% | +50.2% | -65.2% | -16.6% |
| All | -17.0% | +124.4% | -141.4% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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