-99.4%
AMC vs ROP
-13.6%
-85.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.6% | +7.9% | +6.7% |
| 7D | +2.3% | -4.4% | +6.8% | +5.2% |
| 30D | -0.7% | +3.2% | -4.0% | -3.2% |
| 3M | +35.2% | +23.1% | +12.1% | +15.7% |
| 6M | +124.6% | +13.3% | +111.3% | +104.0% |
| YTD | +69.9% | -7.9% | +77.7% | +76.2% |
| 1Y | -2.6% | -22.1% | +19.5% | +12.8% |
| 3Y | -79.8% | -16.8% | -63.0% | -78.6% |
| All | -99.4% | -13.6% | -85.9% | -99.5% |
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 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