-25.7%
RKT vs AMP
+293.0%
-318.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.3% |
| 7D | -1.0% | 0.0% | -1.0% | -0.9% |
| 30D | -2.4% | -1.0% | -1.4% | -1.8% |
| 3M | +1.9% | +23.2% | -21.3% | -8.1% |
| 6M | -13.9% | +20.4% | -34.3% | -21.6% |
| YTD | -30.6% | +13.6% | -44.3% | -35.3% |
| 1Y | -34.4% | +13.4% | -47.7% | -38.8% |
| 3Y | +38.2% | +66.5% | -28.3% | +1.4% |
| 5Y | -9.7% | +120.2% | -129.9% | -43.4% |
| All | -25.7% | +293.0% | -318.7% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling