-28.5%
AMRZ vs XE
-62.6%
+34.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -1.9% |
| 7D | -4.0% | +25.1% | -29.1% | -4.0% |
| 30D | +12.4% | -11.5% | +23.9% | +12.6% |
| 3M | -11.5% | -44.7% | +33.2% | -10.8% |
| 6M | -21.6% | -64.5% | +42.9% | -19.4% |
| All | -28.5% | -62.6% | +34.1% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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