-12.3%
AMRZ vs RVTY
+74.0%
-86.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.5% | +7.7% | +5.8% |
| 7D | +10.3% | -3.6% | +13.9% | +11.3% |
| 30D | +18.7% | +1.4% | +17.3% | +17.9% |
| 3M | -14.6% | +43.2% | -57.8% | -25.3% |
| 6M | -12.9% | +84.5% | -97.4% | -31.1% |
| YTD | -17.4% | +65.2% | -82.5% | -33.1% |
| 1Y | -12.3% | +74.3% | -86.6% | -31.4% |
| All | -12.3% | +74.0% | -86.3% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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