+480.0%
AMP vs RACE
+639.5%
-159.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | 0.0% |
| 7D | +1.2% | -4.0% | +5.2% | +3.3% |
| 30D | +4.4% | +3.5% | +0.9% | +2.7% |
| 3M | -8.8% | -0.4% | -8.4% | -8.9% |
| 6M | +9.9% | +23.2% | -13.2% | -2.5% |
| YTD | +6.1% | +11.0% | -4.9% | -2.3% |
| 1Y | +10.6% | -2.2% | +12.8% | +8.9% |
| 3Y | +58.8% | +22.5% | +36.3% | +26.9% |
| 5Y | +79.0% | +63.2% | +15.8% | +16.4% |
| 10Y | +461.5% | +704.3% | -242.8% | +65.2% |
| All | +480.0% | +639.5% | -159.4% | +52.7% |
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