+212.8%
RDDT vs AMP
+33.7%
+179.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.0% |
| 7D | +2.1% | -0.5% | +2.7% | +2.6% |
| 30D | +2.8% | -1.3% | +4.1% | +4.0% |
| 3M | -8.9% | +24.2% | -33.1% | -23.1% |
| 6M | +15.1% | +24.6% | -9.5% | -3.4% |
| YTD | -31.4% | +14.8% | -46.2% | -40.1% |
| 1Y | -39.4% | +12.8% | -52.2% | -46.2% |
| All | +212.8% | +33.7% | +179.1% | +136.0% |
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