+417.8%
RVMD vs AMRZ
-17.3%
+435.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -0.5% |
| 7D | -1.2% | -2.0% | +0.8% | -0.9% |
| 30D | +1.1% | -9.8% | +10.9% | +2.9% |
| 3M | +39.6% | -17.2% | +56.8% | +43.5% |
| 6M | +110.7% | -26.9% | +137.6% | +123.9% |
| YTD | +160.3% | -21.5% | +181.8% | +167.5% |
| 1Y | +404.9% | -22.9% | +427.8% | +428.3% |
| All | +417.8% | -17.3% | +435.1% | +426.1% |
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