-6.9%
RMD vs AMRZ
-17.1%
+10.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | +3.1% | +0.2% | +2.9% | +3.1% |
| 30D | +1.8% | +16.2% | -14.4% | -1.6% |
| 3M | +6.7% | -8.9% | +15.6% | +8.9% |
| 6M | +13.9% | -20.1% | +34.0% | +19.2% |
| YTD | -2.0% | -21.3% | +19.3% | +2.1% |
| 1Y | -5.4% | -12.6% | +7.2% | -3.0% |
| All | -6.9% | -17.1% | +10.2% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling