+85.3%
GEV vs AMRZ
-20.3%
+105.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.5% |
| 7D | -1.9% | -8.1% | +6.2% | +0.4% |
| 30D | -8.7% | -14.8% | +6.1% | -4.6% |
| 3M | +6.6% | -19.7% | +26.4% | +12.8% |
| 6M | +10.2% | -30.8% | +41.0% | +20.9% |
| YTD | +41.6% | -24.3% | +65.9% | +51.8% |
| 1Y | +43.9% | -24.0% | +67.9% | +52.8% |
| All | +85.3% | -20.3% | +105.6% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling