-12.3%
AMRZ vs GME
+15.0%
-27.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.6% | +1.6% | +5.0% |
| 7D | +10.3% | +7.8% | +2.5% | +10.0% |
| 30D | +18.7% | -0.4% | +19.1% | +18.5% |
| 3M | -14.6% | +30.9% | -45.5% | -16.1% |
| 6M | -12.9% | +5.5% | -18.3% | -12.2% |
| YTD | -17.4% | +25.2% | -42.6% | -18.0% |
| 1Y | -12.3% | +14.4% | -26.7% | -14.5% |
| All | -12.3% | +15.0% | -27.3% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling