-97.7%
AMC vs ROP
+289.3%
-386.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.9% | +3.9% |
| 7D | +2.6% | +2.1% | +0.5% | +1.2% |
| 30D | +9.0% | +32.9% | -23.9% | -10.5% |
| 3M | +22.2% | +20.0% | +2.2% | +6.5% |
| 6M | +91.5% | +36.4% | +55.1% | +51.9% |
| YTD | +101.3% | +7.8% | +93.4% | +86.7% |
| 1Y | +20.8% | +8.0% | +12.8% | +11.9% |
| 3Y | -71.3% | -3.5% | -67.8% | -72.2% |
| 5Y | -99.2% | +1.5% | -100.7% | -99.3% |
| 10Y | -98.7% | +198.5% | -297.2% | -99.4% |
| All | -97.7% | +289.3% | -386.9% | -99.1% |
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