+703.9%
RCL vs AMP
+2,123.7%
-1,419.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | -5.1% | +0.2% | -5.3% | -5.3% |
| 30D | -19.0% | -0.1% | -18.9% | -19.0% |
| 3M | -9.6% | +23.6% | -33.1% | -22.9% |
| 6M | -6.7% | +20.4% | -27.1% | -19.3% |
| YTD | -3.9% | +15.4% | -19.4% | -14.7% |
| 1Y | -25.1% | +11.0% | -36.0% | -31.6% |
| 3Y | +179.1% | +70.5% | +108.6% | +87.5% |
| 5Y | +243.3% | +121.4% | +121.9% | +94.4% |
| 10Y | +325.8% | +575.6% | -249.8% | +13.5% |
| All | +703.9% | +2,123.7% | -1,419.8% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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