-29.4%
ROP vs AMRZ
-17.3%
-12.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -2.6% |
| 7D | -5.4% | -2.0% | -3.4% | -5.3% |
| 30D | -1.6% | -9.8% | +8.2% | -1.0% |
| 3M | +18.8% | -17.2% | +36.1% | +20.1% |
| 6M | +8.2% | -26.9% | +35.1% | +10.6% |
| YTD | -10.5% | -21.5% | +11.0% | -9.5% |
| 1Y | -23.7% | -22.9% | -0.9% | -23.2% |
| All | -29.4% | -17.3% | -12.1% | -28.8% |
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 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