-26.8%
AMRZ vs XE
-36.4%
+9.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +8.1% | -12.4% | -4.3% |
| 7D | -2.0% | +4.0% | -6.0% | -2.0% |
| 30D | -9.8% | -15.5% | +5.6% | -9.6% |
| 3M | -17.2% | -14.6% | -2.6% | -17.2% |
| All | -26.8% | -36.4% | +9.6% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling