-17.2%
EXE vs AMRZ
-20.3%
+3.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.2% |
| 7D | -2.2% | -8.1% | +5.9% | -2.8% |
| 30D | -0.8% | -14.8% | +14.0% | -2.0% |
| 3M | +10.0% | -19.7% | +29.8% | +8.3% |
| 6M | -6.3% | -30.8% | +24.5% | -8.5% |
| YTD | -10.7% | -24.3% | +13.6% | -12.5% |
| 1Y | +2.7% | -24.0% | +26.7% | +0.3% |
| All | -17.2% | -20.3% | +3.1% | -19.2% |
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