+39.0%
EW vs AMRZ
-15.6%
+54.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +2.2% |
| 7D | +12.3% | -1.1% | +13.4% | +12.4% |
| 30D | +22.9% | +18.3% | +4.6% | +20.4% |
| 3M | +16.7% | -8.0% | +24.7% | +17.6% |
| 6M | +31.0% | -18.7% | +49.6% | +33.5% |
| YTD | +22.8% | -19.8% | +42.7% | +25.2% |
| 1Y | +25.6% | -12.3% | +37.9% | +26.8% |
| All | +39.0% | -15.6% | +54.6% | +40.8% |
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