+21.1%
AME vs RRC
+34.7%
-13.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.8% | +0.3% |
| 7D | -4.1% | -5.2% | +1.1% | -4.5% |
| 30D | -4.1% | +25.2% | -29.3% | -1.6% |
| 3M | -5.6% | +27.4% | -33.0% | -2.9% |
| 6M | +2.8% | +27.0% | -24.1% | +6.1% |
| YTD | +16.6% | +46.3% | -29.7% | +19.0% |
| 1Y | +21.1% | +37.1% | -16.0% | +23.7% |
| All | +21.1% | +34.7% | -13.6% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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