-12.3%
AMRZ vs FIVE
+63.3%
-75.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.7% | -1.5% | +4.0% |
| 7D | +10.3% | +7.5% | +2.8% | +8.9% |
| 30D | +18.7% | +16.7% | +2.0% | +15.7% |
| 3M | -14.6% | +13.4% | -28.0% | -16.9% |
| 6M | -12.9% | +9.0% | -21.9% | -14.9% |
| YTD | -17.4% | +33.8% | -51.1% | -25.2% |
| 1Y | -12.3% | +61.2% | -73.5% | -26.1% |
| All | -12.3% | +63.3% | -75.6% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling