-99.1%
AMC vs ROP
+0.5%
-99.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.4% |
| 7D | +5.5% | +0.2% | +5.3% | +5.3% |
| 30D | +16.1% | +30.3% | -14.2% | -2.0% |
| 3M | +43.0% | +17.8% | +25.2% | +28.0% |
| 6M | +130.7% | +38.9% | +91.8% | +83.0% |
| YTD | +121.8% | +7.6% | +114.2% | +107.8% |
| 1Y | +40.7% | +6.5% | +34.2% | +32.7% |
| 3Y | -56.8% | -6.3% | -50.5% | -57.5% |
| 5Y | -99.1% | +0.9% | -100.0% | -99.2% |
| All | -99.1% | +0.5% | -99.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling