-14.7%
AMRZ vs SPXU
-52.0%
+37.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | +0.1% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -16.9% | +0.8% | -17.8% | -16.6% |
| 3M | -19.2% | -4.7% | -14.5% | -19.8% |
| 6M | -29.3% | -29.6% | +0.3% | -38.0% |
| YTD | -18.0% | -29.9% | +11.9% | -27.9% |
| 1Y | -15.1% | -39.1% | +24.0% | -27.8% |
| All | -14.7% | -52.0% | +37.4% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling