+210.9%
RL vs AMP
+70.1%
+140.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | +1.9% | +2.6% | -0.7% | +0.4% |
| 30D | -12.2% | +0.8% | -13.1% | -12.7% |
| 3M | -6.6% | +24.3% | -30.9% | -17.7% |
| 6M | +3.2% | +20.6% | -17.4% | -7.7% |
| YTD | -1.3% | +14.6% | -15.9% | -10.1% |
| 1Y | +13.6% | +14.5% | -1.0% | +3.2% |
| 3Y | +210.9% | +67.9% | +142.9% | +124.9% |
| All | +210.9% | +70.1% | +140.8% | +124.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling