-18.5%
AMRZ vs RL
+46.1%
-64.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.2% |
| 7D | +1.2% | -4.2% | +5.3% | +3.2% |
| 30D | +15.1% | +4.3% | +10.8% | +12.9% |
| 3M | -18.1% | -4.6% | -13.5% | -16.4% |
| 6M | -23.5% | +1.7% | -25.2% | -24.1% |
| YTD | -21.6% | +7.3% | -29.0% | -24.9% |
| 1Y | -14.7% | +20.8% | -35.5% | -21.8% |
| All | -18.5% | +46.1% | -64.6% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling