-99.3%
AMC vs ROIV
+378.2%
-477.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.2% | -4.2% | +0.7% |
| 7D | +2.6% | +5.3% | -2.7% | +1.7% |
| 30D | +9.0% | +11.9% | -2.9% | +6.7% |
| 3M | +22.2% | +10.7% | +11.5% | +19.3% |
| 6M | +91.5% | +34.9% | +56.6% | +77.9% |
| YTD | +101.3% | +79.2% | +22.1% | +75.7% |
| 1Y | +20.8% | +89.0% | -68.2% | +4.2% |
| 3Y | -71.3% | +337.3% | -408.7% | -79.1% |
| All | -99.3% | +378.2% | -477.5% | -99.6% |
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