-24.2%
EXE vs AMRZ
-17.7%
-6.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +0.7% |
| 7D | +1.5% | -5.5% | +7.0% | +1.1% |
| 30D | -0.2% | +15.6% | -15.9% | +0.8% |
| 3M | -9.2% | -12.1% | +2.9% | -10.2% |
| 6M | -7.2% | -19.4% | +12.2% | -8.5% |
| YTD | -18.3% | -21.9% | +3.6% | -19.7% |
| 1Y | -23.6% | -15.0% | -8.6% | -25.3% |
| All | -24.2% | -17.7% | -6.5% | -26.0% |
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