-16.1%
FXI vs AMRZ
-16.6%
+0.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -4.2% | -2.1% | -2.1% | -3.9% |
| 30D | -1.1% | +13.0% | -14.1% | -2.7% |
| 3M | -4.0% | -12.1% | +8.1% | -2.6% |
| 6M | -11.8% | -19.1% | +7.3% | -10.2% |
| YTD | -11.9% | -23.3% | +11.4% | -10.9% |
| 1Y | -16.1% | -16.6% | +0.5% | -17.8% |
| All | -16.1% | -16.6% | +0.5% | -17.8% |
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