-15.0%
AMRZ vs RL
+19.4%
-34.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.1% |
| 7D | -5.5% | -4.4% | -1.1% | -3.5% |
| 30D | +15.6% | +5.6% | +10.1% | +12.5% |
| 3M | -12.1% | -0.6% | -11.5% | -12.0% |
| 6M | -19.4% | +15.5% | -34.9% | -25.4% |
| YTD | -21.9% | +12.3% | -34.2% | -27.7% |
| 1Y | -15.0% | +19.3% | -34.3% | -23.9% |
| All | -15.0% | +19.4% | -34.4% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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