-12.3%
AMRZ vs VEU
+17.0%
-29.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.2% | +3.1% |
| 7D | +10.3% | +0.2% | +10.1% | +10.1% |
| 30D | +18.7% | -2.1% | +20.8% | +21.3% |
| 3M | -14.6% | -2.7% | -11.9% | -12.2% |
| 6M | -12.9% | +3.2% | -16.1% | -16.3% |
| YTD | -17.4% | +12.6% | -29.9% | -29.9% |
| 1Y | -12.3% | +17.1% | -29.4% | -28.6% |
| All | -12.3% | +17.0% | -29.3% | -28.6% |
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