-16.6%
AMRZ vs RRX
+29.3%
-45.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.7% |
| 7D | -2.1% | +4.3% | -6.4% | -3.1% |
| 30D | +13.0% | +12.3% | +0.6% | +9.0% |
| 3M | -12.1% | +3.7% | -15.7% | -13.4% |
| 6M | -19.1% | -13.9% | -5.2% | -17.8% |
| YTD | -23.3% | +26.5% | -49.7% | -31.8% |
| 1Y | -16.6% | +29.3% | -45.9% | -26.2% |
| All | -16.6% | +29.3% | -45.9% | -26.2% |
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