-18.7%
AMRZ vs RRX
+33.6%
-52.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | -5.5% | +5.4% | -10.8% | -6.9% |
| 30D | +15.6% | +12.0% | +3.7% | +11.4% |
| 3M | -12.1% | +6.1% | -18.2% | -14.1% |
| 6M | -19.4% | -13.2% | -6.2% | -17.9% |
| YTD | -21.9% | +31.0% | -52.8% | -32.3% |
| 1Y | -15.0% | +38.8% | -53.8% | -28.1% |
| All | -18.7% | +33.6% | -52.4% | -29.8% |
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