+11.5%
ED vs AMRZ
-17.3%
+28.8%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +0.7% |
| 7D | +0.5% | -2.0% | +2.5% | +0.4% |
| 30D | +1.1% | -9.8% | +10.9% | +0.6% |
| 3M | +4.6% | -17.2% | +21.9% | +3.8% |
| 6M | -2.0% | -26.9% | +25.0% | -3.6% |
| YTD | +11.7% | -21.5% | +33.2% | +10.3% |
| 1Y | +15.7% | -22.9% | +38.6% | +14.8% |
| All | +11.5% | -17.3% | +28.8% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling