+83.4%
AMP vs RACE
+69.7%
+13.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +3.3% | +0.2% | +3.1% | +3.3% |
| 30D | +4.2% | +6.6% | -2.4% | +2.1% |
| 3M | -6.4% | +2.2% | -8.6% | -7.2% |
| 6M | +12.4% | +22.4% | -10.0% | +4.1% |
| YTD | +7.4% | +13.8% | -6.4% | +1.2% |
| 1Y | +14.7% | +2.2% | +12.5% | +12.7% |
| 3Y | +60.8% | +25.6% | +35.2% | +31.7% |
| 5Y | +83.4% | +71.0% | +12.4% | +15.9% |
| All | +83.4% | +69.7% | +13.8% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling