-14.7%
AMRZ vs UUUU
+168.0%
-182.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.5% |
| 7D | -1.9% | -1.4% | -0.5% | -1.8% |
| 30D | -16.9% | +16.3% | -33.3% | -17.7% |
| 3M | -19.2% | -16.7% | -2.5% | -18.7% |
| 6M | -29.3% | -33.7% | +4.4% | -28.7% |
| YTD | -18.0% | -0.5% | -17.5% | -17.7% |
| 1Y | -15.1% | +28.9% | -43.9% | -14.0% |
| All | -14.7% | +168.0% | -182.6% | -12.9% |
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