-25.8%
TE vs AMRZ
-11.5%
-14.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.2% | -8.7% | -6.7% |
| 7D | +3.8% | +10.3% | -6.5% | -3.2% |
| 30D | -26.2% | +18.7% | -44.9% | -34.5% |
| 3M | -49.7% | -14.6% | -35.1% | -45.0% |
| 6M | -46.5% | -12.9% | -33.6% | -42.6% |
| YTD | -59.1% | -17.4% | -41.8% | -55.7% |
| 1Y | -25.8% | -12.3% | -13.5% | -24.2% |
| All | -25.8% | -11.5% | -14.3% | -24.2% |
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