-6.0%
EQT vs AMRZ
-20.3%
+14.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.6% |
| 7D | -1.2% | -8.1% | +6.9% | -1.3% |
| 30D | +1.1% | -14.8% | +15.9% | +0.7% |
| 3M | +4.8% | -19.7% | +24.5% | +4.3% |
| 6M | -10.6% | -30.8% | +20.2% | -10.7% |
| YTD | +3.4% | -24.3% | +27.7% | +2.7% |
| 1Y | +8.7% | -24.0% | +32.7% | +7.8% |
| All | -6.0% | -20.3% | +14.2% | -6.3% |
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