-12.6%
AMRZ vs SPXS
-26.0%
+13.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.3% |
| 7D | +0.2% | +0.4% | -0.2% | +1.0% |
| 30D | +16.2% | +10.8% | +5.4% | +22.3% |
| 3M | -8.9% | +9.6% | -18.6% | -4.1% |
| 6M | -20.1% | -4.7% | -15.4% | -20.3% |
| YTD | -21.3% | -24.6% | +3.3% | -28.9% |
| 1Y | -12.6% | -24.6% | +11.9% | -20.7% |
| All | -12.6% | -26.0% | +13.4% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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