+56.2%
RIG vs AMP
+122.1%
-65.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -2.3% |
| 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% | -21.1% |
| 6M | -10.1% | +24.6% | -34.7% | -25.2% |
| YTD | +37.3% | +14.8% | +22.5% | +20.7% |
| 1Y | +73.9% | +12.8% | +61.1% | +54.3% |
| 3Y | -30.2% | +69.0% | -99.1% | -57.2% |
| All | +56.2% | +122.1% | -65.9% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling