-98.1%
AMC vs RRX
+181.3%
-279.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.3% |
| 7D | +2.3% | +3.4% | -1.1% | +0.9% |
| 30D | -0.7% | -11.1% | +10.4% | +4.0% |
| 3M | +35.2% | -23.7% | +58.9% | +47.5% |
| 6M | +124.6% | -22.0% | +146.6% | +139.3% |
| YTD | +69.9% | +16.5% | +53.4% | +49.3% |
| 1Y | -2.6% | +11.5% | -14.1% | -13.5% |
| 3Y | -79.8% | +1.5% | -81.3% | -82.3% |
| 5Y | -99.4% | +18.3% | -117.7% | -99.5% |
| 10Y | -98.9% | +209.8% | -308.7% | -99.5% |
| All | -98.1% | +181.3% | -279.3% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling