-13.2%
AMRZ vs IRE
-97.7%
+84.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -15.8% | +14.0% | -1.5% |
| 7D | +0.2% | -41.9% | +42.1% | +1.0% |
| 30D | +16.2% | -75.1% | +91.3% | +19.1% |
| 3M | -8.9% | -82.4% | +73.5% | -6.2% |
| 6M | -20.1% | -95.5% | +75.4% | -15.1% |
| YTD | -21.3% | -93.1% | +71.8% | -20.4% |
| 1Y | -12.6% | -97.8% | +85.1% | -10.1% |
| All | -13.2% | -97.7% | +84.6% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling