+34.6%
ET vs AMRZ
-19.2%
+53.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.7% |
| 7D | +0.6% | -4.7% | +5.3% | +0.5% |
| 30D | +5.3% | -11.3% | +16.6% | +4.8% |
| 3M | +15.6% | -22.1% | +37.7% | +14.6% |
| 6M | +20.6% | -29.6% | +50.2% | +19.8% |
| YTD | +38.5% | -23.3% | +61.8% | +37.4% |
| 1Y | +35.7% | -23.7% | +59.5% | +35.0% |
| All | +34.6% | -19.2% | +53.9% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling