+20.8%
AMC vs ROP
+8.2%
+12.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.9% | +3.2% |
| 7D | +2.6% | +2.1% | +0.5% | +1.7% |
| 30D | +9.0% | +32.9% | -23.9% | -4.8% |
| 3M | +22.2% | +20.0% | +2.2% | +12.5% |
| 6M | +91.5% | +36.4% | +55.1% | +58.5% |
| YTD | +101.3% | +7.8% | +93.4% | +80.6% |
| 1Y | +20.8% | +8.0% | +12.8% | +8.4% |
| All | +20.8% | +8.2% | +12.6% | +8.4% |
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