-97.7%
AMC vs RRC
-32.6%
-65.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.7% | -8.8% | -11.3% |
| 7D | 0.0% | -6.9% | +6.9% | +2.3% |
| 30D | +4.4% | +25.4% | -21.0% | -3.6% |
| 3M | +15.4% | +31.9% | -16.6% | +4.1% |
| 6M | +93.7% | +17.2% | +76.5% | +80.6% |
| YTD | +97.4% | +43.4% | +54.0% | +70.8% |
| 1Y | +23.2% | +36.7% | -13.5% | +7.9% |
| 3Y | -71.3% | +38.8% | -110.1% | -75.7% |
| 5Y | -99.3% | +118.3% | -217.5% | -99.5% |
| 10Y | -98.7% | +67.7% | -166.4% | -99.4% |
| All | -97.7% | -32.6% | -65.1% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling