+38.7%
RTX vs AMRZ
-19.3%
+58.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.5% | -1.3% |
| 7D | +3.4% | -4.0% | +7.4% | +3.8% |
| 30D | +8.4% | +12.4% | -4.0% | +7.1% |
| 3M | -10.7% | -11.5% | +0.9% | -9.7% |
| 6M | +11.7% | -21.6% | +33.3% | +13.9% |
| YTD | +9.3% | -23.4% | +32.7% | +11.5% |
| 1Y | +13.3% | -17.2% | +30.5% | +15.5% |
| All | +38.7% | -19.3% | +58.0% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling