-98.8%
AMC vs ROP
+185.2%
-284.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -3.0% |
| 7D | +3.5% | +0.7% | +2.8% | +2.9% |
| 30D | +12.5% | +28.8% | -16.3% | -5.8% |
| 3M | +23.6% | +21.1% | +2.5% | +7.0% |
| 6M | +144.4% | +52.5% | +91.8% | +78.6% |
| YTD | +108.3% | +8.9% | +99.5% | +91.9% |
| 1Y | +38.9% | +8.2% | +30.7% | +28.4% |
| 3Y | -58.9% | -5.2% | -53.7% | -59.5% |
| 5Y | -99.2% | +1.7% | -100.9% | -99.2% |
| All | -98.8% | +185.2% | -284.0% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling