-18.5%
AMRZ vs RRC
+14.0%
-32.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -2.0% |
| 7D | +1.2% | -10.8% | +12.0% | +0.6% |
| 30D | +15.1% | +22.3% | -7.3% | +16.4% |
| 3M | -18.1% | +26.6% | -44.7% | -16.7% |
| 6M | -23.5% | +18.9% | -42.4% | -22.4% |
| YTD | -21.6% | +39.2% | -60.8% | -21.5% |
| 1Y | -14.7% | +34.0% | -48.7% | -14.2% |
| All | -18.5% | +14.0% | -32.5% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling