+52.8%
XLE vs AMRZ
-17.7%
+70.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +1.8% |
| 7D | -0.2% | -5.5% | +5.2% | -0.7% |
| 30D | -4.0% | +15.6% | -19.6% | -2.8% |
| 3M | +4.6% | -12.1% | +16.7% | +3.9% |
| 6M | +12.3% | -19.4% | +31.7% | +11.1% |
| YTD | +44.5% | -21.9% | +66.4% | +42.1% |
| 1Y | +42.4% | -15.0% | +57.4% | +39.4% |
| All | +52.8% | -17.7% | +70.5% | +48.3% |
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