+123.2%
AMP vs RRC
+150.0%
-26.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -2.0% | -1.2% | -0.9% | -1.8% |
| 30D | -1.7% | +3.0% | -4.7% | -2.3% |
| 3M | +23.2% | +7.3% | +15.9% | +21.1% |
| 6M | +22.2% | +3.6% | +18.6% | +20.6% |
| YTD | +14.0% | +19.4% | -5.4% | +8.8% |
| 1Y | +14.0% | +21.4% | -7.4% | +8.0% |
| 3Y | +67.0% | +32.8% | +34.2% | +52.4% |
| 5Y | +123.2% | +152.0% | -28.8% | +73.7% |
| All | +123.2% | +150.0% | -26.7% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling