+70.7%
FDX vs AMRZ
-17.5%
+88.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.2% |
| 7D | -1.6% | +1.2% | -2.8% | -1.9% |
| 30D | +6.6% | +15.1% | -8.5% | +2.7% |
| 3M | -2.1% | -18.1% | +16.0% | +2.9% |
| 6M | +2.2% | -23.5% | +25.6% | +8.8% |
| YTD | +33.9% | -21.6% | +55.6% | +40.9% |
| 1Y | +50.2% | -14.7% | +65.0% | +54.1% |
| All | +70.7% | -17.5% | +88.2% | +75.0% |
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