-2.1%
EME vs AMRZ
-11.5%
+9.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.2% | -14.8% | -10.4% |
| 7D | -5.8% | +10.3% | -16.1% | -7.5% |
| 30D | -17.9% | +18.7% | -36.6% | -20.6% |
| 3M | -22.0% | -14.6% | -7.3% | -19.5% |
| 6M | -29.7% | -12.9% | -16.8% | -28.0% |
| YTD | +4.7% | -17.4% | +22.1% | +6.0% |
| 1Y | -2.1% | -12.3% | +10.2% | -2.4% |
| All | -2.1% | -11.5% | +9.4% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling