-97.7%
AMC vs RRC
-34.6%
-63.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.9% | +2.9% |
| 7D | +2.6% | -10.8% | +13.4% | +6.4% |
| 30D | +9.0% | +22.3% | -13.3% | +1.4% |
| 3M | +22.2% | +26.6% | -4.4% | +11.7% |
| 6M | +91.5% | +18.9% | +72.5% | +77.7% |
| YTD | +101.3% | +39.2% | +62.1% | +75.7% |
| 1Y | +20.8% | +34.0% | -13.2% | +6.4% |
| 3Y | -71.3% | +42.0% | -113.3% | -75.9% |
| 5Y | -99.2% | +111.9% | -211.1% | -99.5% |
| 10Y | -98.7% | +62.8% | -161.5% | -99.4% |
| All | -97.7% | -34.6% | -63.1% | -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