-18.5%
AMRZ vs GME
+9.1%
-27.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.8% | -2.1% |
| 7D | +1.2% | +3.7% | -2.5% | +1.0% |
| 30D | +15.1% | +2.2% | +12.9% | +14.8% |
| 3M | -18.1% | +30.6% | -48.7% | -20.0% |
| 6M | -23.5% | -0.2% | -23.3% | -22.6% |
| YTD | -21.6% | +25.1% | -46.7% | -23.5% |
| 1Y | -14.7% | +17.7% | -32.4% | -16.8% |
| All | -18.5% | +9.1% | -27.5% | -19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling