-99.2%
AMC vs ROP
+1.9%
-101.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -3.0% |
| 7D | +3.5% | +0.7% | +2.8% | +3.0% |
| 30D | +12.5% | +28.8% | -16.3% | -4.4% |
| 3M | +23.6% | +21.1% | +2.5% | +8.6% |
| 6M | +144.4% | +52.5% | +91.8% | +81.6% |
| YTD | +108.3% | +8.9% | +99.5% | +93.7% |
| 1Y | +38.9% | +8.2% | +30.7% | +29.6% |
| 3Y | -58.9% | -5.2% | -53.7% | -59.8% |
| All | -99.2% | +1.9% | -101.1% | -99.4% |
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 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