+69.5%
AME vs RRC
+110.6%
-41.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.5% | +2.8% |
| 7D | -5.2% | -10.8% | +5.7% | -4.0% |
| 30D | -8.0% | +22.3% | -30.3% | -10.1% |
| 3M | -8.9% | +26.6% | -35.5% | -11.3% |
| 6M | -5.0% | +18.9% | -23.9% | -7.0% |
| YTD | +11.9% | +39.2% | -27.3% | +7.0% |
| 1Y | +16.6% | +34.0% | -17.3% | +11.9% |
| 3Y | +62.5% | +42.0% | +20.5% | +53.1% |
| All | +69.5% | +110.6% | -41.2% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling