+25.5%
AME vs RRC
+36.3%
-10.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.5% |
| 7D | +5.9% | +6.4% | -0.5% | +6.3% |
| 30D | -1.9% | +23.9% | -25.8% | +0.5% |
| 3M | -5.4% | +30.2% | -35.5% | -2.3% |
| 6M | +4.9% | +26.3% | -21.3% | +8.2% |
| YTD | +18.5% | +48.1% | -29.6% | +21.2% |
| 1Y | +25.5% | +37.7% | -12.2% | +28.4% |
| All | +25.5% | +36.3% | -10.8% | +28.4% |
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