+18,954.1%
AME vs RRC
+1,418.2%
+17,535.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.2% |
| 7D | -1.5% | -10.3% | +8.8% | -0.5% |
| 30D | -4.2% | +19.5% | -23.6% | -5.9% |
| 3M | -5.9% | +27.9% | -33.9% | -8.3% |
| 6M | +2.8% | +21.2% | -18.3% | +0.5% |
| YTD | +16.6% | +39.6% | -23.0% | +12.2% |
| 1Y | +22.1% | +31.3% | -9.2% | +18.1% |
| 3Y | +64.7% | +51.9% | +12.7% | +55.8% |
| 5Y | +76.6% | +110.2% | -33.6% | +58.2% |
| 10Y | +443.9% | +56.7% | +387.2% | +352.3% |
| All | +18,954.1% | +1,418.2% | +17,535.9% | +15,258.1% |
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