-20.2%
AMRZ vs FND
-36.1%
+15.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +1.0% |
| 7D | -2.1% | -6.8% | +4.7% | +0.6% |
| 30D | +13.0% | +8.0% | +5.0% | +9.4% |
| 3M | -12.1% | -18.9% | +6.8% | -5.2% |
| 6M | -19.1% | +4.7% | -23.8% | -22.0% |
| YTD | -23.3% | -21.6% | -1.7% | -17.9% |
| 1Y | -16.6% | -22.0% | +5.4% | -10.8% |
| All | -20.2% | -36.1% | +15.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling