-15.1%
AMRZ vs RRX
+14.9%
-30.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -1.9% | +3.4% | -5.4% | -2.8% |
| 30D | -16.9% | -11.1% | -5.8% | -14.1% |
| 3M | -19.2% | -23.7% | +4.5% | -14.0% |
| 6M | -29.3% | -22.0% | -7.3% | -26.6% |
| YTD | -18.0% | +16.5% | -34.4% | -25.8% |
| 1Y | -15.1% | +11.5% | -26.6% | -22.3% |
| All | -15.1% | +14.9% | -30.0% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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