+22.8%
ED vs AMRZ
-17.1%
+39.9%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.5% | +0.7% |
| 7D | +2.1% | +0.2% | +1.9% | +2.1% |
| 30D | +12.4% | +16.2% | -3.8% | +13.0% |
| 3M | +13.1% | -8.9% | +22.1% | +12.5% |
| 6M | +14.1% | -20.1% | +34.2% | +12.8% |
| YTD | +23.1% | -21.3% | +44.3% | +21.3% |
| 1Y | +25.4% | -12.6% | +38.1% | +24.2% |
| All | +22.8% | -17.1% | +39.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling