+301.8%
RL vs AMP
+584.2%
-282.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | -2.2% | -2.0% | -0.1% | -1.0% |
| 30D | -15.3% | -1.7% | -13.7% | -14.5% |
| 3M | -10.3% | +23.2% | -33.6% | -21.2% |
| 6M | -2.2% | +22.2% | -24.4% | -13.9% |
| YTD | -4.3% | +14.0% | -18.3% | -12.9% |
| 1Y | +8.9% | +14.0% | -5.1% | -1.2% |
| 3Y | +201.4% | +67.0% | +134.4% | +115.2% |
| 5Y | +230.6% | +123.2% | +107.4% | +98.2% |
| All | +301.8% | +584.2% | -282.4% | +48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling