-9.7%
RKT vs AMP
+118.7%
-128.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -7.2% | -2.0% | -5.2% | -6.2% |
| 30D | -7.9% | -1.7% | -6.2% | -7.0% |
| 3M | +5.2% | +23.2% | -18.0% | -6.1% |
| 6M | -14.9% | +22.2% | -37.1% | -23.8% |
| YTD | -31.9% | +14.0% | -45.9% | -37.1% |
| 1Y | -36.9% | +14.0% | -50.9% | -41.8% |
| 3Y | +35.7% | +67.0% | -31.3% | -6.2% |
| 5Y | -9.7% | +123.2% | -132.9% | -50.2% |
| All | -9.7% | +118.7% | -128.4% | -50.2% |
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