-46.2%
SE vs AMRZ
-16.6%
-29.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.5% | -2.1% | +1.6% | +0.3% |
| 30D | -20.9% | +13.0% | -33.9% | -24.3% |
| 3M | -38.9% | -12.1% | -26.8% | -35.9% |
| 6M | -19.4% | -19.1% | -0.3% | -14.0% |
| YTD | -40.9% | -23.3% | -17.7% | -34.6% |
| 1Y | -46.2% | -16.6% | -29.6% | -42.2% |
| All | -46.2% | -16.6% | -29.6% | -42.2% |
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