+419.5%
ROP vs AMCR
+100.3%
+319.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.7% | -2.4% | +3.1% | +1.3% |
| 30D | +28.8% | +3.6% | +25.2% | +27.7% |
| 3M | +21.1% | -4.2% | +25.3% | +22.3% |
| 6M | +52.5% | +15.5% | +37.0% | +46.7% |
| YTD | +8.9% | +9.7% | -0.9% | +5.1% |
| 1Y | +8.2% | +8.3% | -0.1% | +4.8% |
| 3Y | -5.2% | +15.4% | -20.5% | -11.0% |
| 5Y | +1.7% | -9.1% | +10.8% | +1.5% |
| 10Y | +185.4% | +18.6% | +166.7% | +152.2% |
| All | +419.5% | +100.3% | +319.2% | +361.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling