+73.4%
FDX vs AMRZ
-17.3%
+90.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -1.5% |
| 7D | -3.3% | -2.0% | -1.3% | -2.8% |
| 30D | -1.4% | -9.8% | +8.4% | +1.2% |
| 3M | -4.5% | -17.2% | +12.7% | -0.4% |
| 6M | +9.4% | -26.9% | +36.3% | +17.6% |
| YTD | +36.0% | -21.5% | +57.5% | +43.1% |
| 1Y | +75.5% | -22.9% | +98.4% | +84.1% |
| All | +73.4% | -17.3% | +90.7% | +77.7% |
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