-20.4%
ROP vs AMCR
+8.2%
-28.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -8.0% | -5.0% | -3.0% | -7.2% |
| 30D | -2.7% | -8.0% | +5.2% | -1.4% |
| 3M | +16.6% | +14.3% | +2.3% | +14.5% |
| 6M | +10.4% | +5.3% | +5.0% | +9.6% |
| YTD | -12.1% | +7.7% | -19.8% | -13.6% |
| 1Y | -23.6% | +10.8% | -34.5% | -25.6% |
| All | -20.4% | +8.2% | -28.5% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling