-1.8%
RMBS vs AMRZ
-24.2%
+22.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.8% | -7.5% | +9.3% | +5.2% |
| 30D | -13.9% | -12.4% | -1.5% | -8.9% |
| 3M | -39.8% | -22.4% | -17.4% | -33.5% |
| 6M | -6.0% | -29.5% | +23.5% | +9.2% |
| YTD | -5.4% | -24.1% | +18.8% | +6.4% |
| 1Y | -1.8% | -26.3% | +24.4% | +7.1% |
| All | -1.8% | -24.2% | +22.4% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling