-14.7%
AMRZ vs RRC
+31.6%
-46.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -2.0% |
| 7D | +1.2% | -10.8% | +12.0% | +0.4% |
| 30D | +15.1% | +22.3% | -7.3% | +17.0% |
| 3M | -18.1% | +26.6% | -44.7% | -16.1% |
| 6M | -23.5% | +18.9% | -42.4% | -22.0% |
| YTD | -21.6% | +39.2% | -60.8% | -21.9% |
| 1Y | -14.7% | +34.0% | -48.7% | -13.7% |
| All | -14.7% | +31.6% | -46.3% | -13.7% |
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