-12.9%
AMRZ vs FIVE
+9.5%
-22.3%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.7% | -1.5% | +4.5% |
| 7D | +10.3% | +7.5% | +2.8% | +9.5% |
| 30D | +18.7% | +16.7% | +2.0% | +17.3% |
| 3M | -14.6% | +13.4% | -28.0% | -15.8% |
| 6M | -12.9% | +9.0% | -21.9% | -13.8% |
| All | -12.9% | +9.5% | -22.3% | -13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling