-56.8%
AMC vs ROIV
+379.0%
-435.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.4% |
| 7D | +5.5% | +14.3% | -8.8% | +1.5% |
| 30D | +16.1% | +16.2% | -0.1% | +11.0% |
| 3M | +43.0% | +15.1% | +27.9% | +36.0% |
| 6M | +130.7% | +44.2% | +86.4% | +97.6% |
| YTD | +121.8% | +89.8% | +32.0% | +68.2% |
| 1Y | +40.7% | +94.6% | -53.9% | +5.2% |
| 3Y | -56.8% | +367.5% | -424.3% | -83.0% |
| All | -56.8% | +379.0% | -435.8% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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