-30.9%
RDW vs AMRZ
-20.1%
-10.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +0.9% | -7.5% | +8.4% | +4.9% |
| 30D | -21.3% | -12.4% | -8.9% | -15.7% |
| 3M | -37.9% | -22.4% | -15.5% | -30.7% |
| 6M | +12.3% | -29.5% | +41.8% | +33.2% |
| YTD | +39.7% | -24.1% | +63.9% | +51.8% |
| 1Y | +25.7% | -26.3% | +51.9% | +43.4% |
| All | -30.9% | -20.1% | -10.7% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 all: compounded portfolio wealth divided by compounded AMRZ 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…
all analysis · Full analysis span regression · 6 months rolling