-21.3%
AMRZ vs FRSH
-19.5%
-1.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -8.1% | -11.2% | +3.0% | -7.5% |
| 30D | -14.8% | -0.8% | -14.0% | -14.7% |
| 3M | -19.7% | +26.4% | -46.2% | -21.0% |
| 6M | -30.8% | +48.4% | -79.2% | -33.2% |
| YTD | -24.3% | -3.1% | -21.2% | -23.2% |
| 1Y | -24.0% | -8.7% | -15.3% | -21.7% |
| All | -21.3% | -19.5% | -1.8% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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