+38.9%
AMC vs ROP
+6.9%
+32.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +3.5% | +0.7% | +2.8% | +3.2% |
| 30D | +12.5% | +28.8% | -16.3% | 0.0% |
| 3M | +23.6% | +21.1% | +2.5% | +13.5% |
| 6M | +144.4% | +52.5% | +91.8% | +88.9% |
| YTD | +108.3% | +8.9% | +99.5% | +82.8% |
| 1Y | +38.9% | +8.2% | +30.7% | +23.6% |
| All | +38.9% | +6.9% | +32.0% | +23.6% |
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