+941.9%
RL vs AMP
+1,963.1%
-1,021.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.7% | +2.1% | +4.0% |
| 7D | +0.2% | +3.1% | -2.9% | -1.1% |
| 30D | +7.3% | +3.9% | +3.4% | +5.4% |
| 3M | +1.0% | -5.8% | +6.8% | +3.9% |
| 6M | +11.8% | +12.1% | -0.3% | +4.9% |
| YTD | +13.6% | +7.1% | +6.5% | +8.3% |
| 1Y | +24.0% | +14.2% | +9.8% | +14.4% |
| 3Y | +256.6% | +62.5% | +194.1% | +175.2% |
| 5Y | +240.2% | +82.6% | +157.6% | +148.3% |
| 10Y | +373.0% | +515.9% | -143.0% | +87.6% |
| All | +941.9% | +1,963.1% | -1,021.2% | +103.6% |
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 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