-49.2%
SE vs AMRZ
-15.6%
-33.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.7% | +2.2% |
| 7D | +3.3% | -1.1% | +4.4% | +3.7% |
| 30D | -18.2% | +18.3% | -36.4% | -22.6% |
| 3M | -31.3% | -8.0% | -23.3% | -29.2% |
| 6M | -10.1% | -18.7% | +8.6% | -4.5% |
| YTD | -38.9% | -19.8% | -19.0% | -34.2% |
| 1Y | -48.0% | -12.3% | -35.7% | -45.3% |
| All | -49.2% | -15.6% | -33.6% | -47.0% |
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 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