+88.8%
RIO vs AMP
+66.7%
+22.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.4% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | +0.9% | -1.3% | +2.2% | +1.2% |
| 3M | -1.4% | +24.2% | -25.6% | -7.2% |
| 6M | +10.9% | +24.6% | -13.6% | +4.3% |
| YTD | +31.2% | +14.8% | +16.4% | +25.5% |
| 1Y | +67.9% | +12.8% | +55.1% | +61.2% |
| 3Y | +88.8% | +69.0% | +19.8% | +44.0% |
| All | +88.8% | +66.7% | +22.1% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling