-2.5%
FXI vs AMRZ
-19.2%
+16.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -1.0% |
| 7D | -2.8% | -4.7% | +1.9% | -2.1% |
| 30D | -5.3% | -11.3% | +6.0% | -3.8% |
| 3M | +0.3% | -22.1% | +22.4% | +3.5% |
| 6M | -4.6% | -29.6% | +25.0% | +0.1% |
| YTD | -9.1% | -23.3% | +14.2% | -6.8% |
| 1Y | -12.0% | -23.7% | +11.8% | -10.0% |
| All | -2.5% | -19.2% | +16.8% | -2.0% |
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