+10.0%
EMB vs AMRZ
-17.3%
+27.3%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.2% |
| 7D | +0.3% | -2.0% | +2.3% | +0.4% |
| 30D | -0.5% | -9.8% | +9.3% | +0.2% |
| 3M | +0.3% | -17.2% | +17.5% | +1.5% |
| 6M | +1.2% | -26.9% | +28.1% | +2.9% |
| YTD | +1.5% | -21.5% | +22.9% | +2.9% |
| 1Y | +4.8% | -22.9% | +27.7% | +6.4% |
| All | +10.0% | -17.3% | +27.3% | +11.4% |
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