-98.1%
AMC vs ROP
+232.6%
-330.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.6% | +7.9% | +6.8% |
| 7D | +2.3% | -4.4% | +6.8% | +5.3% |
| 30D | -0.7% | +3.2% | -4.0% | -3.2% |
| 3M | +35.2% | +23.1% | +12.1% | +15.5% |
| 6M | +124.6% | +13.3% | +111.3% | +104.2% |
| YTD | +69.9% | -7.9% | +77.7% | +77.1% |
| 1Y | -2.6% | -22.1% | +19.5% | +13.5% |
| 3Y | -79.8% | -16.8% | -63.0% | -78.0% |
| 5Y | -99.4% | -13.5% | -85.9% | -99.4% |
| 10Y | -98.9% | +137.7% | -236.6% | -99.4% |
| All | -98.1% | +232.6% | -330.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling