+12.8%
AMP vs RRC
+20.8%
-8.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | -0.5% | -1.8% | +1.3% | -0.4% |
| 30D | -1.3% | +2.7% | -4.0% | -1.5% |
| 3M | +24.2% | +8.8% | +15.4% | +23.3% |
| 6M | +24.6% | -1.2% | +25.7% | +24.2% |
| YTD | +14.8% | +17.6% | -2.7% | +12.2% |
| 1Y | +12.8% | +18.4% | -5.6% | +12.0% |
| All | +12.8% | +20.8% | -8.0% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling