-18.7%
AMRZ vs FND
-31.7%
+13.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.5% |
| 7D | -5.5% | -4.4% | -1.1% | -3.8% |
| 30D | +15.6% | +14.5% | +1.1% | +9.5% |
| 3M | -12.1% | -15.6% | +3.5% | -6.7% |
| 6M | -19.4% | +4.7% | -24.2% | -22.3% |
| YTD | -21.9% | -16.1% | -5.7% | -18.6% |
| 1Y | -15.0% | -16.0% | +1.0% | -11.6% |
| All | -18.7% | -31.7% | +13.0% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling