+122.5%
AMP vs RACE
+92.4%
+30.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +2.6% | -1.0% | +3.6% | +3.0% |
| 30D | +0.8% | -1.5% | +2.4% | +1.3% |
| 3M | +24.3% | +15.5% | +8.8% | +17.8% |
| 6M | +20.6% | +17.3% | +3.3% | +12.9% |
| YTD | +14.6% | +11.1% | +3.5% | +8.9% |
| 1Y | +14.5% | -14.3% | +28.8% | +19.7% |
| 3Y | +67.9% | +40.2% | +27.8% | +27.6% |
| 5Y | +122.5% | +92.6% | +29.9% | +32.6% |
| All | +122.5% | +92.4% | +30.1% | +32.6% |
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