+815.6%
RL vs AMP
+2,123.7%
-1,308.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 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% | -13.9% |
| 6M | -1.9% | +20.4% | -22.2% | -11.1% |
| YTD | -0.2% | +15.4% | -15.6% | -8.2% |
| 1Y | +10.7% | +11.0% | -0.3% | +3.6% |
| 3Y | +210.8% | +70.5% | +140.3% | +134.2% |
| 5Y | +238.2% | +121.4% | +116.8% | +125.0% |
| 10Y | +313.4% | +575.6% | -262.2% | +56.0% |
| All | +815.6% | +2,123.7% | -1,308.1% | +72.6% |
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