-16.6%
AMRZ vs FND
-28.6%
+12.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.8% | +0.7% |
| 7D | -1.1% | +8.5% | -9.7% | -4.3% |
| 30D | +18.3% | +17.2% | +1.1% | +10.9% |
| 3M | -8.0% | -14.9% | +7.0% | -2.7% |
| 6M | -18.7% | +3.1% | -21.8% | -21.2% |
| YTD | -19.8% | -12.4% | -7.4% | -17.9% |
| 1Y | -12.3% | -10.0% | -2.3% | -11.0% |
| All | -16.6% | -28.6% | +12.0% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling