+8.1%
FPS vs AMRZ
-20.5%
+28.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | +3.1% | -1.9% | +5.0% | +4.2% |
| 30D | -18.6% | -16.9% | -1.6% | -10.4% |
| 3M | -51.5% | -19.2% | -32.3% | -46.0% |
| 6M | -8.5% | -29.3% | +20.8% | +6.7% |
| All | +8.1% | -20.5% | +28.6% | +21.1% |
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