-15.3%
ROP vs AME
+85.0%
-100.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -5.4% | +2.8% | -8.2% | -6.5% |
| 30D | -1.6% | -6.3% | +4.6% | +0.8% |
| 3M | +18.8% | +5.4% | +13.5% | +15.3% |
| 6M | +8.2% | +7.4% | +0.8% | +3.2% |
| YTD | -10.5% | +16.2% | -26.6% | -18.5% |
| 1Y | -23.7% | +26.8% | -50.6% | -34.0% |
| 3Y | -17.9% | +57.5% | -75.4% | -39.6% |
| 5Y | -15.3% | +84.8% | -100.2% | -44.6% |
| All | -15.3% | +85.0% | -100.4% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling