+56.7%
EME vs AMRZ
-17.3%
+74.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.3% | +6.8% | +3.4% |
| 7D | +5.2% | -2.0% | +7.2% | +5.5% |
| 30D | -5.4% | -9.8% | +4.5% | -3.3% |
| 3M | -6.1% | -17.2% | +11.1% | -2.5% |
| 6M | +9.7% | -26.9% | +36.6% | +16.6% |
| YTD | +26.6% | -21.5% | +48.1% | +30.9% |
| 1Y | +24.6% | -22.9% | +47.5% | +26.1% |
| All | +56.7% | -17.3% | +74.0% | +59.5% |
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