-18.5%
AMRZ vs XME
+43.4%
-61.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.2% | -2.8% |
| 7D | +1.2% | -4.5% | +5.7% | +2.5% |
| 30D | +15.1% | -10.9% | +25.9% | +18.7% |
| 3M | -18.1% | -15.3% | -2.8% | -14.5% |
| 6M | -23.5% | -24.6% | +1.2% | -17.7% |
| YTD | -21.6% | -9.6% | -12.0% | -19.6% |
| 1Y | -14.7% | +2.9% | -17.7% | -14.0% |
| All | -18.5% | +43.4% | -61.8% | -15.1% |
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