-71.3%
AMC vs RRC
+36.3%
-107.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.9% | +2.4% |
| 7D | +2.6% | -10.8% | +13.4% | +4.6% |
| 30D | +9.0% | +22.3% | -13.3% | +4.7% |
| 3M | +22.2% | +26.6% | -4.4% | +15.9% |
| 6M | +91.5% | +18.9% | +72.5% | +83.7% |
| YTD | +101.3% | +39.2% | +62.1% | +82.1% |
| 1Y | +20.8% | +34.0% | -13.2% | +10.3% |
| 3Y | -71.3% | +42.0% | -113.3% | -76.2% |
| All | -71.3% | +36.3% | -107.6% | -76.2% |
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