-98.7%
AMC vs ROP
+189.6%
-288.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.0% | +9.3% | +9.0% |
| 7D | +6.6% | -1.6% | +8.2% | +7.7% |
| 30D | +14.1% | +29.5% | -15.4% | -4.9% |
| 3M | +31.3% | +17.5% | +13.7% | +16.0% |
| 6M | +126.7% | +38.1% | +88.6% | +77.8% |
| YTD | +117.9% | +7.0% | +111.0% | +103.1% |
| 1Y | +41.1% | +6.5% | +34.6% | +31.9% |
| 3Y | -61.0% | -5.5% | -55.5% | -61.6% |
| 5Y | -99.1% | -0.4% | -98.8% | -99.2% |
| 10Y | -98.7% | +183.6% | -282.3% | -99.2% |
| All | -98.7% | +189.6% | -288.3% | -99.2% |
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