-15.1%
AMRZ vs FIVE
+66.7%
-81.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.2% |
| 7D | -1.9% | +4.3% | -6.2% | -2.6% |
| 30D | -16.9% | +12.5% | -29.4% | -18.9% |
| 3M | -19.2% | +31.2% | -50.4% | -23.7% |
| 6M | -29.3% | +14.4% | -43.6% | -31.8% |
| YTD | -18.0% | +33.9% | -51.9% | -24.3% |
| 1Y | -15.1% | +65.1% | -80.1% | -25.8% |
| All | -15.1% | +66.7% | -81.8% | -25.8% |
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