-20.2%
AMRZ vs SPXU
-49.3%
+29.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.6% |
| 7D | -2.1% | -7.6% | +5.5% | -4.9% |
| 30D | +13.0% | +5.3% | +7.6% | +16.1% |
| 3M | -12.1% | +9.6% | -21.7% | -7.7% |
| 6M | -19.1% | -4.5% | -14.6% | -19.0% |
| YTD | -23.3% | -25.9% | +2.6% | -30.3% |
| 1Y | -16.6% | -28.9% | +12.3% | -25.0% |
| All | -20.2% | -49.3% | +29.1% | -32.0% |
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