-20.3%
AMRZ vs VEU
+29.4%
-49.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.0% |
| 7D | -4.0% | +2.4% | -6.4% | -6.3% |
| 30D | +12.4% | -2.0% | +14.4% | +14.7% |
| 3M | -11.5% | -5.1% | -6.4% | -6.5% |
| 6M | -21.6% | -0.7% | -20.9% | -21.3% |
| YTD | -23.4% | +11.0% | -34.4% | -32.3% |
| 1Y | -17.2% | +12.4% | -29.5% | -27.8% |
| All | -20.3% | +29.4% | -49.7% | -36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling