-21.3%
AMRZ vs WETO
-99.0%
+77.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.1% | -8.3% | -1.2% |
| 7D | -8.1% | -19.9% | +11.8% | -8.3% |
| 30D | -14.8% | -42.7% | +27.8% | -14.3% |
| 3M | -19.7% | -97.7% | +78.0% | -19.0% |
| 6M | -30.8% | -94.4% | +63.6% | -30.7% |
| YTD | -24.3% | -97.0% | +72.7% | -23.8% |
| 1Y | -24.0% | -98.9% | +74.8% | -25.0% |
| All | -21.3% | -99.0% | +77.7% | -20.2% |
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