-15.1%
AMRZ vs VEU
+28.8%
-43.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -1.0% |
| 7D | -1.9% | +1.1% | -3.0% | -3.0% |
| 30D | -16.9% | +2.2% | -19.1% | -18.9% |
| 3M | -19.2% | +3.0% | -22.2% | -21.8% |
| 6M | -29.3% | +10.9% | -40.1% | -37.4% |
| YTD | -18.0% | +18.2% | -36.2% | -33.5% |
| 1Y | -15.1% | +28.3% | -43.4% | -42.8% |
| All | -15.1% | +28.8% | -43.9% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling