+18,884.9%
AME vs RRC
+1,202.2%
+17,682.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +0.6% | +1.3% | -0.7% | +0.5% |
| 30D | -6.7% | +10.1% | -16.8% | -7.6% |
| 3M | +4.1% | +4.0% | +0.1% | +3.5% |
| 6M | +1.6% | +1.6% | 0.0% | +1.1% |
| YTD | +16.1% | +19.7% | -3.6% | +13.7% |
| 1Y | +27.3% | +21.4% | +5.9% | +24.2% |
| 3Y | +50.9% | +29.7% | +21.2% | +45.0% |
| 5Y | +81.4% | +153.9% | -72.5% | +59.5% |
| 10Y | +417.0% | +10.8% | +406.1% | +344.0% |
| All | +18,884.9% | +1,202.2% | +17,682.7% | +15,459.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling