+22.2%
FE vs AMRZ
-17.5%
+39.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.4% |
| 7D | 0.0% | +1.2% | -1.2% | -0.1% |
| 30D | +5.2% | +15.1% | -9.9% | +4.6% |
| 3M | 0.0% | -18.1% | +18.0% | +0.5% |
| 6M | +5.0% | -23.5% | +28.5% | +5.7% |
| YTD | +7.9% | -21.6% | +29.5% | +8.9% |
| 1Y | +6.3% | -14.7% | +21.1% | +7.3% |
| All | +22.2% | -17.5% | +39.7% | +23.7% |
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