-18.3%
AMRZ vs UUUU
+24.8%
-43.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.8% | +5.8% | -1.6% |
| 7D | 0.0% | -6.9% | +6.9% | +0.3% |
| 30D | +15.9% | -32.3% | +48.2% | +18.2% |
| 3M | -9.2% | -52.8% | +43.7% | -5.6% |
| 6M | -20.3% | -68.5% | +48.2% | -16.0% |
| YTD | -21.5% | -53.6% | +32.2% | -18.0% |
| 1Y | -12.9% | -59.1% | +46.3% | -9.2% |
| All | -18.3% | +24.8% | -43.1% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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