-22.6%
FPS vs AMRZ
-19.9%
-2.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +5.2% | -22.5% | -18.8% |
| 7D | -23.3% | +10.3% | -33.6% | -26.4% |
| 30D | -42.4% | +18.7% | -61.1% | -46.7% |
| 3M | -43.0% | -14.6% | -28.4% | -37.9% |
| 6M | -44.5% | -12.9% | -31.6% | -40.2% |
| All | -22.6% | -19.9% | -2.7% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling