-16.6%
AMRZ vs XME
+51.2%
-67.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.5% | -3.2% | +0.7% |
| 7D | -1.1% | +0.9% | -2.1% | -1.4% |
| 30D | +18.3% | -7.3% | +25.6% | +20.7% |
| 3M | -8.0% | -14.8% | +6.8% | -3.9% |
| 6M | -18.7% | -18.4% | -0.3% | -14.6% |
| YTD | -19.8% | -4.7% | -15.2% | -19.0% |
| 1Y | -12.3% | +5.7% | -18.0% | -12.7% |
| All | -16.6% | +51.2% | -67.8% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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