+39.8%
ETR vs AMRZ
-19.3%
+59.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | +1.5% | -4.0% | +5.5% | +1.8% |
| 30D | +6.6% | +12.4% | -5.8% | +5.9% |
| 3M | +4.4% | -11.5% | +15.9% | +5.1% |
| 6M | -0.3% | -21.6% | +21.3% | +0.9% |
| YTD | +23.3% | -23.4% | +46.7% | +24.2% |
| 1Y | +18.9% | -17.2% | +36.0% | +19.0% |
| All | +39.8% | -19.3% | +59.1% | +40.3% |
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