+531.1%
AMP vs RACE
+647.6%
-116.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | +0.2% |
| 7D | +0.2% | -2.5% | +2.7% | +1.5% |
| 30D | -0.1% | +0.8% | -0.9% | -0.6% |
| 3M | +23.6% | +17.2% | +6.4% | +13.1% |
| 6M | +20.4% | +13.6% | +6.8% | +10.8% |
| YTD | +15.4% | +12.2% | +3.2% | +5.9% |
| 1Y | +11.0% | -16.3% | +27.2% | +17.5% |
| 3Y | +70.5% | +36.4% | +34.0% | +27.3% |
| 5Y | +121.4% | +95.0% | +26.4% | +28.7% |
| 10Y | +575.6% | +813.2% | -237.7% | +88.2% |
| All | +531.1% | +647.6% | -116.5% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling