-18.3%
AMRZ vs RRX
+19.5%
-37.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.4% |
| 7D | -2.0% | +4.3% | -6.3% | -3.2% |
| 30D | -9.8% | -8.0% | -1.8% | -7.7% |
| 3M | -17.2% | -22.0% | +4.8% | -12.3% |
| 6M | -26.9% | -11.9% | -15.0% | -26.9% |
| YTD | -21.5% | +17.1% | -38.6% | -29.3% |
| 1Y | -22.9% | +14.9% | -37.8% | -30.3% |
| All | -18.3% | +19.5% | -37.8% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling