-23.8%
EXE vs AMRZ
-19.2%
-4.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +5.3% | -2.1% | +7.4% | +5.2% |
| 30D | -2.2% | +13.0% | -15.2% | -1.4% |
| 3M | -5.9% | -12.1% | +6.2% | -6.8% |
| 6M | -5.7% | -19.1% | +13.4% | -7.0% |
| YTD | -17.8% | -23.3% | +5.4% | -19.4% |
| 1Y | -23.1% | -16.6% | -6.5% | -24.9% |
| All | -23.8% | -19.2% | -4.6% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling