-1.9%
RL vs AMP
+20.3%
-22.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.3% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | -7.8% | -0.1% | -7.7% | -7.8% |
| 3M | -4.0% | +23.6% | -27.6% | -9.9% |
| 6M | -1.9% | +20.4% | -22.2% | -7.9% |
| All | -1.9% | +20.3% | -22.2% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling