+123.2%
AMP vs RVTY
-34.5%
+157.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.0% |
| 7D | -2.0% | -7.4% | +5.4% | +0.1% |
| 30D | -1.7% | +4.5% | -6.2% | -3.1% |
| 3M | +23.2% | +19.5% | +3.7% | +16.3% |
| 6M | +22.2% | +34.1% | -12.0% | +10.5% |
| YTD | +14.0% | +25.3% | -11.3% | +4.9% |
| 1Y | +14.0% | +47.0% | -33.0% | -0.7% |
| 3Y | +67.0% | +14.1% | +52.9% | +52.2% |
| 5Y | +123.2% | -34.6% | +157.8% | +140.7% |
| All | +123.2% | -34.5% | +157.7% | +140.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling