+100.2%
EQX vs AMRZ
-20.3%
+120.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.3% | -3.8% | -4.6% |
| 7D | -7.0% | -8.1% | +1.1% | -3.9% |
| 30D | +4.8% | -14.8% | +19.7% | +11.4% |
| 3M | +25.6% | -19.7% | +45.4% | +35.7% |
| 6M | -25.8% | -30.8% | +5.0% | -15.9% |
| YTD | -12.7% | -24.3% | +11.6% | -2.0% |
| 1Y | +14.1% | -24.0% | +38.1% | +28.0% |
| All | +100.2% | -20.3% | +120.4% | +124.5% |
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