-15.4%
ROP vs AME
+55.2%
-70.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -3.9% |
| 7D | -4.4% | +0.6% | -5.1% | -4.6% |
| 30D | +3.2% | -6.7% | +9.9% | +4.7% |
| 3M | +23.1% | +4.1% | +19.0% | +21.3% |
| 6M | +13.3% | +1.6% | +11.7% | +12.2% |
| YTD | -7.9% | +16.1% | -24.0% | -13.2% |
| 1Y | -22.1% | +27.3% | -49.4% | -29.2% |
| All | -15.4% | +55.2% | -70.7% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling