-16.6%
AMRZ vs GME
+11.1%
-27.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.1% |
| 7D | -1.1% | +5.8% | -6.9% | -1.5% |
| 30D | +18.3% | -3.7% | +21.9% | +18.4% |
| 3M | -8.0% | +33.6% | -41.5% | -10.3% |
| 6M | -18.7% | +5.4% | -24.1% | -18.4% |
| YTD | -19.8% | +27.4% | -47.3% | -21.8% |
| 1Y | -12.3% | +19.0% | -31.3% | -14.4% |
| All | -16.6% | +11.1% | -27.7% | -17.8% |
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