-18.1%
AMRZ vs FIVE
+107.6%
-125.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.2% | +7.3% | -7.1% | -1.0% |
| 30D | +16.2% | +18.1% | -1.9% | +13.2% |
| 3M | -8.9% | +7.7% | -16.6% | -10.3% |
| 6M | -20.1% | +13.6% | -33.7% | -22.6% |
| YTD | -21.3% | +34.6% | -55.9% | -26.5% |
| 1Y | -12.6% | +66.2% | -78.9% | -21.5% |
| All | -18.1% | +107.6% | -125.7% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling