-19.4%
AMRZ vs GME
-15.4%
-4.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -1.9% | +7.2% | -9.1% | -2.6% |
| 30D | -16.9% | +0.8% | -17.7% | -17.0% |
| 3M | -19.2% | -14.0% | -5.2% | -18.0% |
| 6M | -29.3% | -19.7% | -9.5% | -27.4% |
| YTD | -18.0% | -4.6% | -13.4% | -18.0% |
| All | -19.4% | -15.4% | -4.0% | -18.5% |
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