+22.9%
ED vs AMRZ
-19.3%
+42.2%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +0.1% |
| 7D | -1.7% | -4.0% | +2.3% | -1.8% |
| 30D | +10.7% | +12.4% | -1.7% | +11.2% |
| 3M | +11.6% | -11.5% | +23.2% | +11.0% |
| 6M | +13.5% | -21.6% | +35.1% | +12.3% |
| YTD | +23.1% | -23.4% | +46.5% | +21.4% |
| 1Y | +23.1% | -17.2% | +40.2% | +21.8% |
| All | +22.9% | -19.3% | +42.2% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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