-4.8%
EOSE vs AMRZ
-20.3%
+15.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.4% |
| 7D | +14.0% | -8.1% | +22.1% | +17.3% |
| 30D | -5.9% | -14.8% | +8.9% | -0.4% |
| 3M | -34.3% | -19.7% | -14.5% | -29.6% |
| 6M | -37.8% | -30.8% | -6.9% | -30.0% |
| YTD | -65.2% | -24.3% | -40.9% | -61.9% |
| 1Y | -41.9% | -24.0% | -17.9% | -38.6% |
| All | -4.8% | -20.3% | +15.5% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling