-8.6%
RKT vs AMRZ
-19.2%
+10.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.4% | -1.0% |
| 7D | -1.0% | -4.7% | +3.7% | +2.5% |
| 30D | -2.4% | -11.3% | +8.9% | +6.5% |
| 3M | +1.9% | -22.1% | +24.0% | +21.6% |
| 6M | -13.9% | -29.6% | +15.7% | +9.7% |
| YTD | -30.6% | -23.3% | -7.3% | -15.5% |
| 1Y | -34.4% | -23.7% | -10.6% | -19.8% |
| All | -8.6% | -19.2% | +10.7% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling