-50.9%
SE vs AMRZ
-19.2%
-31.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.5% | -2.1% | +1.6% | +0.2% |
| 30D | -20.9% | +13.0% | -33.9% | -24.1% |
| 3M | -38.9% | -12.1% | -26.8% | -36.2% |
| 6M | -19.4% | -19.1% | -0.3% | -14.3% |
| YTD | -40.9% | -23.3% | -17.7% | -35.5% |
| 1Y | -46.2% | -16.6% | -29.6% | -42.4% |
| All | -50.9% | -19.2% | -31.7% | -48.0% |
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 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