-99.0%
AMC vs RRX
+210.7%
-309.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.4% | -2.9% |
| 7D | -6.8% | -0.7% | -6.1% | -6.6% |
| 30D | +1.7% | -8.0% | +9.6% | +4.9% |
| 3M | +26.8% | -25.1% | +51.9% | +39.1% |
| 6M | +117.7% | -18.3% | +136.0% | +127.9% |
| YTD | +57.7% | +14.2% | +43.5% | +39.5% |
| 1Y | -12.5% | +13.0% | -25.5% | -22.9% |
| 3Y | -65.7% | +4.2% | -69.9% | -70.4% |
| 5Y | -99.5% | +17.9% | -117.4% | -99.6% |
| 10Y | -99.0% | +220.4% | -319.4% | -99.5% |
| All | -99.0% | +210.7% | -309.6% | -99.5% |
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