-14.7%
AMRZ vs RACE
-8.7%
-6.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.1% |
| 7D | -1.9% | -2.5% | +0.6% | -1.2% |
| 30D | -16.9% | +0.8% | -17.7% | -17.1% |
| 3M | -19.2% | +17.2% | -36.4% | -22.5% |
| 6M | -29.3% | +13.6% | -42.9% | -32.3% |
| YTD | -18.0% | +12.2% | -30.2% | -21.6% |
| 1Y | -15.1% | -16.3% | +1.2% | -16.2% |
| All | -14.7% | -8.7% | -6.0% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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