-18.5%
AMRZ vs SPXU
-45.2%
+26.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -2.1% |
| 7D | +1.2% | +7.6% | -6.4% | +4.5% |
| 30D | +15.1% | +17.5% | -2.5% | +23.4% |
| 3M | -18.1% | +14.7% | -32.7% | -12.7% |
| 6M | -23.5% | -0.1% | -23.4% | -22.2% |
| YTD | -21.6% | -19.8% | -1.8% | -26.7% |
| 1Y | -14.7% | -23.7% | +9.0% | -21.3% |
| All | -18.5% | -45.2% | +26.7% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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