+569.3%
AMP vs RVTY
+145.6%
+423.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.0% | -0.4% |
| 7D | -0.5% | -4.5% | +4.0% | +1.4% |
| 30D | -1.3% | +5.5% | -6.8% | -3.8% |
| 3M | +24.2% | +22.5% | +1.7% | +12.9% |
| 6M | +24.6% | +38.9% | -14.3% | +6.0% |
| YTD | +14.8% | +28.7% | -13.9% | +0.3% |
| 1Y | +12.8% | +45.5% | -32.7% | -7.4% |
| 3Y | +69.0% | +16.4% | +52.6% | +44.7% |
| 5Y | +124.9% | -32.7% | +157.6% | +152.2% |
| All | +569.3% | +145.6% | +423.7% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling