+18,959.7%
AME vs RRC
+1,491.2%
+17,468.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.8% | -0.4% |
| 7D | -4.1% | -5.2% | +1.1% | -3.6% |
| 30D | -4.1% | +25.2% | -29.3% | -6.3% |
| 3M | -5.6% | +27.4% | -33.0% | -8.0% |
| 6M | +2.8% | +27.0% | -24.1% | +0.1% |
| YTD | +16.6% | +46.3% | -29.7% | +11.7% |
| 1Y | +21.1% | +37.1% | -16.0% | +16.6% |
| 3Y | +61.1% | +60.2% | +0.9% | +51.6% |
| 5Y | +76.6% | +136.6% | -60.1% | +56.4% |
| 10Y | +431.3% | +68.8% | +362.5% | +338.8% |
| All | +18,959.7% | +1,491.2% | +17,468.5% | +15,192.9% |
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