-98.7%
AMC vs RRX
+224.4%
-323.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +2.0% |
| 7D | +5.5% | 0.0% | +5.5% | +5.6% |
| 30D | +16.1% | +9.0% | +7.1% | +12.0% |
| 3M | +43.0% | +4.0% | +39.0% | +40.2% |
| 6M | +130.7% | -15.7% | +146.4% | +140.6% |
| YTD | +121.8% | +29.0% | +92.8% | +86.3% |
| 1Y | +40.7% | +35.2% | +5.4% | +15.5% |
| 3Y | -56.8% | +67.7% | -124.5% | -69.9% |
| 5Y | -99.1% | +14.9% | -114.0% | -99.3% |
| 10Y | -98.7% | +216.8% | -315.5% | -99.4% |
| All | -98.7% | +224.4% | -323.0% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling