+52.4%
GEV vs AMRZ
-11.5%
+63.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.2% | -14.5% | -10.4% |
| 7D | -5.1% | +10.3% | -15.4% | -7.7% |
| 30D | -15.8% | +18.7% | -34.5% | -19.8% |
| 3M | -18.2% | -14.6% | -3.5% | -14.3% |
| 6M | -22.4% | -12.9% | -9.5% | -19.4% |
| YTD | +27.7% | -17.4% | +45.1% | +34.2% |
| 1Y | +52.4% | -12.3% | +64.7% | +62.6% |
| All | +52.4% | -11.5% | +63.9% | +62.6% |
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