+181.0%
EWY vs AMRZ
-19.2%
+200.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.4% |
| 7D | +6.7% | -4.7% | +11.3% | +8.5% |
| 30D | +17.0% | -11.3% | +28.2% | +22.2% |
| 3M | +3.7% | -22.1% | +25.7% | +13.9% |
| 6M | +42.5% | -29.6% | +72.1% | +60.3% |
| YTD | +96.2% | -23.3% | +119.5% | +117.7% |
| 1Y | +160.4% | -23.7% | +184.1% | +187.1% |
| All | +181.0% | -19.2% | +200.2% | +207.3% |
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