-18.5%
AMRZ vs RACE
-7.3%
-11.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | +1.2% | +5.1% | -3.9% | -0.2% |
| 30D | +15.1% | +7.7% | +7.4% | +12.6% |
| 3M | -18.1% | +2.2% | -20.2% | -18.6% |
| 6M | -23.5% | +23.8% | -47.2% | -27.7% |
| YTD | -21.6% | +13.9% | -35.5% | -25.4% |
| 1Y | -14.7% | +3.8% | -18.5% | -18.0% |
| All | -18.5% | -7.3% | -11.2% | -20.0% |
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