+50.0%
EEM vs AMRZ
-13.6%
+63.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +1.9% |
| 7D | +2.3% | -1.9% | +4.2% | +2.8% |
| 30D | +4.5% | -16.9% | +21.5% | +9.0% |
| 3M | -0.1% | -19.2% | +19.1% | +4.7% |
| 6M | +16.9% | -29.3% | +46.2% | +24.9% |
| YTD | +26.2% | -18.0% | +44.2% | +31.7% |
| 1Y | +40.5% | -15.1% | +55.6% | +45.3% |
| All | +50.0% | -13.6% | +63.6% | +54.5% |
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