-97.7%
AMC vs ROP
+301.0%
-398.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.3% | -12.2% | -12.3% |
| 7D | 0.0% | +9.2% | -9.2% | -5.6% |
| 30D | +4.4% | +35.5% | -31.1% | -15.3% |
| 3M | +15.4% | +24.4% | -9.1% | -1.7% |
| 6M | +93.7% | +38.0% | +55.7% | +52.6% |
| YTD | +97.4% | +11.1% | +86.4% | +79.8% |
| 1Y | +23.2% | +10.9% | +12.3% | +12.2% |
| 3Y | -71.3% | -0.5% | -70.8% | -72.7% |
| 5Y | -99.3% | +4.5% | -103.8% | -99.3% |
| 10Y | -98.7% | +207.5% | -306.2% | -99.4% |
| All | -97.7% | +301.0% | -398.7% | -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