-99.3%
AMC vs ROIV
+369.5%
-468.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.2% | -8.3% | -11.7% |
| 7D | 0.0% | -2.4% | +2.4% | +0.6% |
| 30D | +4.4% | +3.1% | +1.3% | +3.9% |
| 3M | +15.4% | +5.8% | +9.5% | +13.6% |
| 6M | +93.7% | +29.3% | +64.4% | +81.6% |
| YTD | +97.4% | +68.8% | +28.7% | +74.6% |
| 1Y | +23.2% | +81.0% | -57.8% | +7.3% |
| 3Y | -71.3% | +294.6% | -365.9% | -78.6% |
| 5Y | -99.3% | +373.1% | -472.4% | -99.5% |
| All | -99.3% | +369.5% | -468.7% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling