-17.8%
GLXY vs AMRZ
-19.3%
+1.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -4.5% |
| 7D | +16.9% | -4.0% | +21.0% | +18.0% |
| 30D | -23.0% | +12.4% | -35.4% | -26.6% |
| 3M | -28.0% | -11.5% | -16.5% | -25.7% |
| 6M | -51.6% | -21.6% | -30.0% | -48.6% |
| YTD | -32.1% | -23.4% | -8.7% | -26.2% |
| 1Y | -51.5% | -17.2% | -34.3% | -48.4% |
| All | -17.8% | -19.3% | +1.5% | -11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling