+19.9%
EMR vs AMRZ
-17.3%
+37.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.8% | +1.4% |
| 7D | +3.1% | -2.0% | +5.1% | +3.9% |
| 30D | -3.5% | -9.8% | +6.3% | +0.8% |
| 3M | +9.8% | -17.2% | +27.0% | +18.3% |
| 6M | +10.8% | -26.9% | +37.7% | +25.3% |
| YTD | +15.9% | -21.5% | +37.4% | +27.6% |
| 1Y | +16.4% | -22.9% | +39.3% | +26.8% |
| All | +19.9% | -17.3% | +37.2% | +28.2% |
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