+40.2%
AMC vs ROP
+10.4%
+29.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.9% | +3.4% | +5.6% |
| 7D | +17.7% | +11.7% | +6.0% | +12.3% |
| 30D | +26.2% | +35.5% | -9.3% | +9.4% |
| 3M | +31.3% | +25.6% | +5.7% | +18.3% |
| 6M | +142.8% | +39.3% | +103.5% | +99.7% |
| YTD | +125.6% | +11.6% | +114.0% | +99.0% |
| 1Y | +40.2% | +10.6% | +29.6% | +25.6% |
| All | +40.2% | +10.4% | +29.8% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling