-3.2%
ROP vs AME
+62.2%
-65.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.5% | -3.2% |
| 7D | +2.1% | -5.2% | +7.3% | +2.7% |
| 30D | +32.9% | -8.0% | +40.9% | +33.9% |
| 3M | +20.3% | -8.9% | +29.2% | +21.4% |
| 6M | +36.8% | -5.0% | +41.7% | +36.5% |
| YTD | +8.1% | +11.9% | -3.8% | +1.9% |
| 1Y | +8.3% | +16.6% | -8.4% | +0.5% |
| 3Y | -3.2% | +62.5% | -65.7% | -24.1% |
| All | -3.2% | +62.2% | -65.5% | -24.1% |
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