+40.7%
AMC vs ROP
+7.7%
+33.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | +5.5% | +0.2% | +5.3% | +5.4% |
| 30D | +16.1% | +30.3% | -14.2% | +2.2% |
| 3M | +43.0% | +17.8% | +25.2% | +33.1% |
| 6M | +130.7% | +38.9% | +91.8% | +88.5% |
| YTD | +121.8% | +7.6% | +114.2% | +100.6% |
| 1Y | +40.7% | +6.5% | +34.2% | +29.5% |
| All | +40.7% | +7.7% | +33.0% | +29.5% |
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