-14.7%
AMRZ vs FGI
+124.2%
-138.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -8.0% | -0.5% |
| 7D | -1.9% | +0.5% | -2.4% | -1.9% |
| 30D | -16.9% | +65.4% | -82.3% | -18.1% |
| 3M | -19.2% | +23.5% | -42.7% | -20.1% |
| 6M | -29.3% | +60.5% | -89.8% | -30.6% |
| YTD | -18.0% | +30.0% | -48.0% | -19.3% |
| 1Y | -15.1% | +82.1% | -97.1% | -16.5% |
| All | -14.7% | +124.2% | -138.9% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling