+339.7%
ROP vs AMCR
+106.4%
+233.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -4.4% | -1.9% | -2.6% | -4.0% |
| 30D | +3.2% | -4.1% | +7.3% | +4.3% |
| 3M | +23.1% | +21.7% | +1.4% | +17.0% |
| 6M | +13.3% | +1.5% | +11.8% | +12.2% |
| YTD | -7.9% | +13.1% | -21.0% | -11.7% |
| 1Y | -22.1% | +16.5% | -38.6% | -26.1% |
| 3Y | -16.8% | +10.3% | -27.1% | -20.9% |
| 5Y | -13.5% | -7.7% | -5.9% | -14.1% |
| 10Y | +137.7% | +24.6% | +113.1% | +108.7% |
| All | +339.7% | +106.4% | +233.3% | +287.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling