-14.7%
AMRZ vs SPXS
-21.5%
+6.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -2.2% |
| 7D | +1.2% | +7.5% | -6.3% | +4.6% |
| 30D | +15.1% | +17.5% | -2.4% | +23.7% |
| 3M | -18.1% | +14.7% | -32.7% | -12.5% |
| 6M | -23.5% | -0.1% | -23.3% | -22.3% |
| YTD | -21.6% | -19.7% | -1.9% | -27.4% |
| 1Y | -14.7% | -23.6% | +8.9% | -21.7% |
| All | -14.7% | -21.5% | +6.8% | -21.7% |
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