+346.0%
RL vs AMP
+476.7%
-130.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -4.4% | -1.1% | -3.3% | -3.6% |
| 30D | +5.6% | +4.4% | +1.2% | +3.0% |
| 3M | -0.6% | -7.3% | +6.7% | +3.8% |
| 6M | +15.5% | +12.9% | +2.6% | +6.3% |
| YTD | +12.3% | +7.5% | +4.9% | +5.5% |
| 1Y | +19.3% | +13.3% | +6.0% | +8.3% |
| 3Y | +255.5% | +60.8% | +194.7% | +157.7% |
| 5Y | +247.1% | +82.7% | +164.4% | +130.9% |
| 10Y | +346.0% | +468.7% | -122.7% | +83.3% |
| All | +346.0% | +476.7% | -130.7% | +83.3% |
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 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