-29.3%
AMRZ vs RACE
+14.3%
-43.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.5% |
| 7D | -1.9% | -2.5% | +0.6% | -0.8% |
| 30D | -16.9% | +0.8% | -17.7% | -17.3% |
| 3M | -19.2% | +17.2% | -36.4% | -24.7% |
| 6M | -29.3% | +13.6% | -42.9% | -32.7% |
| All | -29.3% | +14.3% | -43.6% | -32.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling