-98.1%
AMC vs RRC
-43.7%
-54.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.6% |
| 7D | +2.3% | +1.3% | +1.0% | +1.8% |
| 30D | -0.7% | +10.1% | -10.9% | -4.0% |
| 3M | +35.2% | +4.0% | +31.2% | +32.7% |
| 6M | +124.6% | +1.6% | +123.0% | +120.3% |
| YTD | +69.9% | +19.7% | +50.2% | +57.4% |
| 1Y | -2.6% | +21.4% | -24.0% | -11.0% |
| 3Y | -79.8% | +29.7% | -109.4% | -82.4% |
| 5Y | -99.4% | +153.9% | -253.3% | -99.6% |
| 10Y | -98.9% | +10.8% | -109.7% | -99.4% |
| All | -98.1% | -43.7% | -54.3% | -98.9% |
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