-56.7%
AMC vs RRC
+60.0%
-116.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.4% |
| 7D | -2.8% | -0.5% | -2.4% | -2.7% |
| 30D | +14.0% | +25.2% | -11.2% | +9.3% |
| 3M | +42.5% | +27.8% | +14.7% | +35.8% |
| 6M | +142.6% | +27.2% | +115.3% | +130.6% |
| YTD | +119.2% | +48.2% | +71.1% | +97.1% |
| 1Y | +40.7% | +34.7% | +6.0% | +30.1% |
| All | -56.7% | +60.0% | -116.8% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 3y: compounded portfolio wealth divided by compounded RRC 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…
3y analysis · Full analysis span regression · 6 months rolling