-16.6%
AMRZ vs IRE
-97.6%
+81.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -14.4% | +14.5% | +0.4% |
| 7D | -2.1% | -31.8% | +29.8% | -1.5% |
| 30D | +13.0% | -71.8% | +84.7% | +15.3% |
| 3M | -12.1% | -88.9% | +76.8% | -8.3% |
| 6M | -19.1% | -95.4% | +76.2% | -14.3% |
| YTD | -23.3% | -94.2% | +71.0% | -22.5% |
| 1Y | -16.6% | -97.1% | +80.5% | -15.0% |
| All | -16.6% | -97.6% | +81.0% | -15.0% |
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