-40.9%
SE vs AMRZ
-14.5%
-26.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -6.1% | -1.9% | -4.2% | -5.5% |
| 30D | -2.5% | -16.9% | +14.5% | +3.4% |
| 3M | +21.7% | -19.2% | +40.9% | +29.4% |
| 6M | +27.0% | -29.3% | +56.3% | +39.5% |
| YTD | -12.1% | -18.0% | +5.8% | -5.8% |
| 1Y | -40.9% | -15.1% | -25.8% | -37.7% |
| All | -40.9% | -14.5% | -26.4% | -37.7% |
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 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