-18.3%
AMRZ vs USFR
+5.7%
-24.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -1.8% |
| 7D | 0.0% | +0.1% | -0.1% | +0.4% |
| 30D | +15.9% | +0.4% | +15.5% | +18.0% |
| 3M | -9.2% | +1.1% | -10.2% | -4.0% |
| 6M | -20.3% | +2.1% | -22.4% | -10.8% |
| YTD | -21.5% | +3.4% | -24.9% | -12.7% |
| 1Y | -12.9% | +4.1% | -17.0% | -4.9% |
| All | -18.3% | +5.7% | -24.0% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling