-33.2%
EFX vs AMRZ
-19.2%
-14.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.3% | -1.5% |
| 7D | -9.4% | -4.7% | -4.7% | -8.2% |
| 30D | -6.9% | -11.3% | +4.4% | -4.1% |
| 3M | +0.1% | -22.1% | +22.2% | +5.9% |
| 6M | -17.3% | -29.6% | +12.3% | -10.3% |
| YTD | -21.8% | -23.3% | +1.5% | -17.7% |
| 1Y | -32.5% | -23.7% | -8.8% | -28.6% |
| All | -33.2% | -19.2% | -14.0% | -31.2% |
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