+558.9%
RMBS vs AMP
+589.3%
-30.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.5% |
| 7D | +1.8% | -0.5% | +2.3% | +2.1% |
| 30D | -13.9% | -1.3% | -12.6% | -13.4% |
| 3M | -39.8% | +24.2% | -64.0% | -47.6% |
| 6M | -6.0% | +24.6% | -30.6% | -18.5% |
| YTD | -5.4% | +14.8% | -20.2% | -13.7% |
| 1Y | -1.8% | +12.8% | -14.6% | -9.4% |
| 3Y | +53.7% | +69.0% | -15.3% | +16.8% |
| 5Y | +268.5% | +124.9% | +143.7% | +140.0% |
| All | +558.9% | +589.3% | -30.4% | +164.4% |
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