+104.0%
RIG vs AMRZ
-20.1%
+124.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -3.1% | -7.5% | +4.5% | -2.5% |
| 30D | -0.5% | -12.4% | +11.9% | +0.5% |
| 3M | -6.0% | -22.4% | +16.4% | -4.2% |
| 6M | -10.1% | -29.5% | +19.4% | -5.9% |
| YTD | +37.3% | -24.1% | +61.4% | +40.0% |
| 1Y | +73.9% | -26.3% | +100.2% | +79.3% |
| All | +104.0% | -20.1% | +124.1% | +99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling