-20.2%
AMRZ vs WETO
-99.8%
+79.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.9% | +0.1% |
| 7D | -2.1% | -39.7% | +37.6% | -2.4% |
| 30D | +13.0% | -26.7% | +39.7% | +12.9% |
| 3M | -12.1% | -83.1% | +71.0% | -12.2% |
| 6M | -19.1% | -98.8% | +79.7% | -19.7% |
| YTD | -23.3% | -99.3% | +76.0% | -23.5% |
| 1Y | -16.6% | -99.4% | +82.8% | -16.9% |
| All | -20.2% | -99.8% | +79.6% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling