-12.3%
AMRZ vs RRC
+44.7%
-57.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.5% | +8.7% | +4.9% |
| 7D | +10.3% | -6.8% | +17.1% | +9.8% |
| 30D | +18.7% | +34.7% | -16.0% | +21.5% |
| 3M | -14.6% | +31.5% | -46.2% | -12.6% |
| 6M | -12.9% | +21.8% | -34.7% | -11.1% |
| YTD | -17.4% | +48.9% | -66.2% | -17.4% |
| 1Y | -12.3% | +42.1% | -54.4% | -11.2% |
| All | -12.3% | +44.7% | -57.0% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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