+91.5%
AMC vs ROP
+34.9%
+56.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.9% | +2.8% |
| 7D | +2.6% | +2.1% | +0.5% | +2.1% |
| 30D | +9.0% | +32.9% | -23.9% | -0.5% |
| 3M | +22.2% | +20.0% | +2.2% | +17.2% |
| 6M | +91.5% | +36.4% | +55.1% | +71.2% |
| All | +91.5% | +34.9% | +56.6% | +71.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling