-80.6%
AMC vs RRC
+31.1%
-111.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | +2.3% | +1.3% | +1.0% | +2.0% |
| 30D | -0.7% | +10.1% | -10.9% | -3.1% |
| 3M | +35.2% | +4.0% | +31.2% | +33.7% |
| 6M | +124.6% | +1.6% | +123.0% | +121.2% |
| YTD | +69.9% | +19.7% | +50.2% | +58.6% |
| 1Y | -2.6% | +21.4% | -24.0% | -10.7% |
| All | -80.6% | +31.1% | -111.7% | -83.5% |
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