+40.5%
EWJ vs AMRZ
-19.2%
+59.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.5% |
| 7D | +1.0% | -4.7% | +5.7% | +2.0% |
| 30D | +1.0% | -11.3% | +12.3% | +3.4% |
| 3M | +7.2% | -22.1% | +29.3% | +12.4% |
| 6M | +13.9% | -29.6% | +43.5% | +21.3% |
| YTD | +20.8% | -23.3% | +44.1% | +26.6% |
| 1Y | +26.4% | -23.7% | +50.1% | +32.0% |
| All | +40.5% | -19.2% | +59.7% | +44.9% |
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