-20.2%
AMRZ vs VEU
+29.4%
-49.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -2.1% | +2.1% | -4.2% | -4.2% |
| 30D | +13.0% | -0.9% | +13.9% | +14.0% |
| 3M | -12.1% | -5.4% | -6.7% | -6.9% |
| 6M | -19.1% | -1.8% | -17.4% | -17.8% |
| YTD | -23.3% | +10.9% | -34.2% | -32.1% |
| 1Y | -16.6% | +13.6% | -30.2% | -28.0% |
| All | -20.2% | +29.4% | -49.5% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling