-11.1%
AMRZ vs RRX
+31.7%
-42.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.9% | -4.7% | +0.6% |
| 7D | -1.1% | +12.3% | -13.5% | -4.3% |
| 30D | +18.3% | +9.5% | +8.7% | +15.1% |
| 3M | -8.0% | +1.8% | -9.8% | -8.8% |
| 6M | -18.7% | -15.3% | -3.3% | -16.6% |
| YTD | -19.8% | +29.6% | -49.4% | -28.6% |
| All | -11.1% | +31.7% | -42.7% | -21.8% |
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 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