+2,168.6%
AMP vs RRC
+98.2%
+2,070.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +2.6% | -1.2% | +3.8% | +2.9% |
| 30D | +0.8% | +9.4% | -8.6% | -1.7% |
| 3M | +24.3% | +7.4% | +16.9% | +21.4% |
| 6M | +20.6% | +1.5% | +19.1% | +19.2% |
| YTD | +14.6% | +19.4% | -4.8% | +8.0% |
| 1Y | +14.5% | +24.2% | -9.7% | +6.2% |
| 3Y | +67.9% | +32.8% | +35.2% | +49.1% |
| 5Y | +122.5% | +152.9% | -30.4% | +53.0% |
| 10Y | +573.3% | +3.9% | +569.4% | +377.8% |
| All | +2,168.6% | +98.2% | +2,070.4% | +955.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling