+129.7%
ROP vs AMCR
+14.6%
+115.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | -4.6% | -6.3% | +1.7% | -2.5% |
| 30D | -1.7% | -7.8% | +6.1% | +1.0% |
| 3M | +17.1% | +7.5% | +9.5% | +14.1% |
| 6M | +10.9% | +2.7% | +8.2% | +8.8% |
| YTD | -12.1% | +6.0% | -18.1% | -15.4% |
| 1Y | -24.2% | +7.8% | -32.0% | -27.7% |
| 3Y | -20.4% | +5.8% | -26.2% | -25.2% |
| 5Y | -15.4% | -11.6% | -3.8% | -15.2% |
| All | +129.7% | +14.6% | +115.1% | +91.4% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling