+120.2%
AMP vs RBA
+39.8%
+80.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | 0.0% | -1.9% | +1.9% | +0.6% |
| 30D | -1.0% | -13.0% | +12.0% | +3.1% |
| 3M | +23.2% | -23.1% | +46.4% | +32.2% |
| 6M | +20.4% | -22.6% | +43.0% | +28.7% |
| YTD | +13.6% | -20.4% | +34.0% | +20.1% |
| 1Y | +13.4% | -29.6% | +42.9% | +24.5% |
| 3Y | +66.5% | +26.6% | +39.9% | +52.3% |
| 5Y | +120.2% | +38.2% | +82.0% | +91.3% |
| All | +120.2% | +39.8% | +80.4% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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