+2,168.6%
AMP vs RVTY
+628.4%
+1,540.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.7% |
| 7D | +2.6% | +0.4% | +2.2% | +2.3% |
| 30D | +0.8% | +10.8% | -10.0% | -5.2% |
| 3M | +24.3% | +26.8% | -2.5% | +7.0% |
| 6M | +20.6% | +39.3% | -18.8% | -3.1% |
| YTD | +14.6% | +31.6% | -17.0% | -5.8% |
| 1Y | +14.5% | +47.7% | -33.2% | -13.0% |
| 3Y | +67.9% | +19.9% | +48.0% | +32.5% |
| 5Y | +122.5% | -32.3% | +154.9% | +142.1% |
| 10Y | +573.3% | +138.4% | +434.9% | +184.3% |
| All | +2,168.6% | +628.4% | +1,540.2% | +346.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling