+33.8%
ET vs AMRZ
-20.1%
+53.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +0.2% | -7.5% | +7.8% | -0.1% |
| 30D | +2.9% | -12.4% | +15.3% | +2.3% |
| 3M | +16.8% | -22.4% | +39.2% | +15.7% |
| 6M | +18.9% | -29.5% | +48.4% | +17.9% |
| YTD | +37.7% | -24.1% | +61.8% | +36.5% |
| 1Y | +32.4% | -26.3% | +58.7% | +31.8% |
| All | +33.8% | -20.1% | +53.9% | +31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling