-33.2%
EFX vs AMRZ
-20.3%
-13.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -11.1% | -8.1% | -3.0% | -9.2% |
| 30D | -7.4% | -14.8% | +7.5% | -3.7% |
| 3M | +1.5% | -19.7% | +21.2% | +6.4% |
| 6M | -13.7% | -30.8% | +17.1% | -6.0% |
| YTD | -21.9% | -24.3% | +2.4% | -17.4% |
| 1Y | -30.8% | -24.0% | -6.8% | -26.7% |
| All | -33.2% | -20.3% | -13.0% | -31.0% |
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