+18.2%
AMP vs RACE
+10.6%
+7.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.3% | +0.2% | +4.1% |
| 7D | +7.7% | +9.9% | -2.2% | +6.8% |
| 30D | +6.6% | +12.8% | -6.2% | +5.5% |
| 3M | -4.7% | +7.4% | -12.1% | -5.4% |
| 6M | +12.9% | +27.6% | -14.7% | +11.7% |
| YTD | +8.6% | +18.4% | -9.8% | +9.5% |
| 1Y | +18.2% | +9.5% | +8.7% | +23.5% |
| All | +18.2% | +10.6% | +7.7% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling