-18.7%
AMRZ vs XME
+49.2%
-67.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -1.0% |
| 7D | -5.5% | +1.5% | -7.0% | -5.9% |
| 30D | +15.6% | -7.3% | +22.9% | +18.0% |
| 3M | -12.1% | -17.4% | +5.3% | -7.4% |
| 6M | -19.4% | -21.8% | +2.4% | -14.3% |
| YTD | -21.9% | -6.0% | -15.9% | -20.7% |
| 1Y | -15.0% | +3.8% | -18.8% | -15.0% |
| All | -18.7% | +49.2% | -67.9% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling