-14.7%
AMRZ vs IRE
-98.3%
+83.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +39.6% | -41.4% | -2.5% |
| 7D | +1.2% | -27.2% | +28.4% | +1.4% |
| 30D | +15.1% | -75.1% | +90.2% | +18.1% |
| 3M | -18.1% | -77.9% | +59.8% | -16.2% |
| 6M | -23.5% | -94.6% | +71.1% | -18.8% |
| YTD | -21.6% | -91.5% | +69.9% | -21.3% |
| 1Y | -14.7% | -97.8% | +83.1% | -11.5% |
| All | -14.7% | -98.3% | +83.6% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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