-42.2%
RIG vs AMP
+589.3%
-631.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -2.4% |
| 7D | -3.1% | -0.5% | -2.6% | -2.7% |
| 30D | -0.5% | -1.3% | +0.8% | +0.2% |
| 3M | -6.0% | +24.2% | -30.2% | -23.0% |
| 6M | -10.1% | +24.6% | -34.7% | -27.0% |
| YTD | +37.3% | +14.8% | +22.5% | +18.3% |
| 1Y | +73.9% | +12.8% | +61.1% | +51.1% |
| 3Y | -30.2% | +69.0% | -99.1% | -58.4% |
| 5Y | +62.5% | +124.9% | -62.4% | -26.2% |
| All | -42.2% | +589.3% | -631.5% | -86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling