-15.1%
AMRZ vs FIVE
+54.7%
-69.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.3% | +0.9% | -2.6% |
| 7D | +2.5% | -1.7% | +4.2% | +2.8% |
| 30D | +14.4% | +14.9% | -0.5% | +12.0% |
| 3M | -19.2% | +7.6% | -26.8% | -20.5% |
| 6M | -19.7% | +6.4% | -26.1% | -21.3% |
| YTD | -20.2% | +28.1% | -48.2% | -27.2% |
| 1Y | -15.1% | +54.7% | -69.8% | -27.8% |
| All | -15.1% | +54.7% | -69.8% | -27.8% |
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