-18.7%
AMRZ vs GME
+10.9%
-29.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.8% |
| 7D | -5.5% | +1.6% | -7.1% | -5.6% |
| 30D | +15.6% | -6.2% | +21.8% | +16.0% |
| 3M | -12.1% | +35.8% | -47.9% | -14.5% |
| 6M | -19.4% | +10.3% | -29.7% | -19.8% |
| YTD | -21.9% | +27.2% | -49.1% | -23.8% |
| 1Y | -15.0% | +19.1% | -34.1% | -17.1% |
| All | -18.7% | +10.9% | -29.7% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling