-18.5%
AMRZ vs FIVE
+96.8%
-115.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | +15.1% | +17.7% | -2.6% | +12.3% |
| 3M | -18.1% | +4.0% | -22.0% | -18.8% |
| 6M | -23.5% | +2.6% | -26.1% | -24.3% |
| YTD | -21.6% | +27.6% | -49.2% | -26.2% |
| 1Y | -14.7% | +59.9% | -74.7% | -22.9% |
| All | -18.5% | +96.8% | -115.3% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling