-16.6%
AMRZ vs RRC
+14.3%
-31.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | -1.1% | -10.3% | +9.2% | -1.7% |
| 30D | +18.3% | +19.5% | -1.2% | +19.5% |
| 3M | -8.0% | +27.9% | -35.9% | -6.4% |
| 6M | -18.7% | +21.2% | -39.8% | -17.5% |
| YTD | -19.8% | +39.6% | -59.4% | -19.7% |
| 1Y | -12.3% | +31.3% | -43.6% | -11.7% |
| All | -16.6% | +14.3% | -31.0% | -16.5% |
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