+2.6%
EOSE vs AMRZ
-17.3%
+19.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -4.3% | +15.1% | +12.3% |
| 7D | +41.4% | -2.0% | +43.5% | +42.0% |
| 30D | +3.6% | -9.8% | +13.5% | +7.5% |
| 3M | -35.7% | -17.2% | -18.5% | -32.0% |
| 6M | -29.9% | -26.9% | -2.9% | -22.5% |
| YTD | -62.5% | -21.5% | -41.0% | -59.5% |
| 1Y | -37.4% | -22.9% | -14.5% | -34.6% |
| All | +2.6% | -17.3% | +19.9% | +8.1% |
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