-12.5%
AMC vs RRX
+12.4%
-24.9%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.4% | -3.5% |
| 7D | -6.8% | -0.7% | -6.1% | -6.7% |
| 30D | +1.7% | -8.0% | +9.6% | +2.9% |
| 3M | +26.8% | -25.1% | +51.9% | +31.8% |
| 6M | +117.7% | -18.3% | +136.0% | +121.8% |
| YTD | +57.7% | +14.2% | +43.5% | +48.2% |
| 1Y | -12.5% | +13.0% | -25.5% | -18.0% |
| All | -12.5% | +12.4% | -24.9% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling