-61.0%
AMC vs RRX
+71.2%
-132.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.9% | +1.4% | +6.1% |
| 7D | +6.6% | +12.3% | -5.8% | +2.9% |
| 30D | +14.1% | +9.5% | +4.6% | +10.9% |
| 3M | +31.3% | +1.8% | +29.5% | +30.2% |
| 6M | +126.7% | -15.3% | +142.0% | +133.4% |
| YTD | +117.9% | +29.6% | +88.4% | +88.9% |
| 1Y | +41.1% | +34.1% | +7.0% | +20.6% |
| 3Y | -61.0% | +74.0% | -135.0% | -75.6% |
| All | -61.0% | +71.2% | -132.1% | -75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling