-99.1%
AMC vs RRC
+114.1%
-213.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +8.2% |
| 7D | +6.6% | -10.3% | +16.9% | +9.6% |
| 30D | +14.1% | +19.5% | -5.4% | +8.1% |
| 3M | +31.3% | +27.9% | +3.4% | +21.4% |
| 6M | +126.7% | +21.2% | +105.5% | +111.9% |
| YTD | +117.9% | +39.6% | +78.4% | +93.1% |
| 1Y | +41.1% | +31.3% | +9.8% | +27.1% |
| 3Y | -61.0% | +51.9% | -112.9% | -67.5% |
| All | -99.1% | +114.1% | -213.2% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling