Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • RIO vs AMP✓SelectedUSD · AMPRIO vs AMP performance historyLatest closeAs of-4.19%09/10
Stock and ETF performance explorer

RIO vs AMP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+92.0%
AMP return
+118.7%
Excess return
-26.7%
Maximum drawdown
-35.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioAMPExcessAlpha
1D-4.2%+0.3%-4.5%-4.3%
7D-3.4%-2.0%-1.3%-2.6%
30D+0.6%-1.7%+2.3%+1.1%
3M+2.5%+23.2%-20.7%-5.8%
6M+10.8%+22.2%-11.4%+1.9%
YTD+30.5%+14.0%+16.5%+22.7%
1Y+68.1%+14.0%+54.1%+57.6%
3Y+94.0%+67.0%+27.0%+45.4%
5Y+92.0%+123.2%-31.2%+19.3%
All+92.0%+118.7%-26.7%+19.3%

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