-15.1%
ROP vs AMRZ
-17.3%
+2.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.8% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +30.3% | +15.9% | +14.4% | +28.8% |
| 3M | +17.8% | -9.2% | +26.9% | +18.3% |
| 6M | +38.9% | -20.3% | +59.2% | +40.6% |
| YTD | +7.6% | -21.5% | +29.1% | +8.7% |
| 1Y | +6.5% | -12.9% | +19.4% | +6.7% |
| All | -15.1% | -17.3% | +2.2% | -14.6% |
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