+135.7%
ROP vs AME
+425.2%
-289.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | -6.1% | +1.3% | -7.4% | -6.9% |
| 30D | -3.4% | -6.6% | +3.2% | +0.2% |
| 3M | +16.7% | +3.0% | +13.7% | +13.6% |
| 6M | +8.1% | +5.3% | +2.8% | +2.7% |
| YTD | -11.7% | +15.4% | -27.1% | -21.2% |
| 1Y | -24.2% | +26.8% | -51.0% | -36.7% |
| 3Y | -19.0% | +56.5% | -75.5% | -42.8% |
| 5Y | -15.9% | +85.2% | -101.1% | -47.7% |
| 10Y | +135.7% | +428.5% | -292.9% | -22.0% |
| All | +135.7% | +425.2% | -289.6% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling