-45.3%
EOSE vs AMRZ
-24.2%
-21.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +1.8% | -7.5% | +9.3% | +4.8% |
| 30D | -6.8% | -12.4% | +5.6% | -1.8% |
| 3M | -36.3% | -22.4% | -13.9% | -30.3% |
| 6M | -38.8% | -29.5% | -9.2% | -30.5% |
| YTD | -65.5% | -24.1% | -41.4% | -62.2% |
| 1Y | -45.3% | -26.3% | -19.0% | -40.7% |
| All | -45.3% | -24.2% | -21.1% | -40.7% |
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