-98.7%
AMC vs TROW
+136.0%
-234.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +5.5% | +4.4% | +1.1% | +2.7% |
| 30D | +16.1% | +5.5% | +10.6% | +12.2% |
| 3M | +43.0% | -1.3% | +44.3% | +44.4% |
| 6M | +130.7% | +7.9% | +122.8% | +117.5% |
| YTD | +121.8% | +12.6% | +109.2% | +101.1% |
| 1Y | +40.7% | +13.3% | +27.3% | +27.0% |
| 3Y | -56.8% | +38.6% | -95.4% | -67.4% |
| 5Y | -99.1% | -34.7% | -64.4% | -98.8% |
| 10Y | -98.7% | +129.9% | -228.6% | -99.1% |
| All | -98.7% | +136.0% | -234.6% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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