+652.4%
RMBS vs AMP
+2,089.3%
-1,437.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.3% |
| 7D | +3.5% | 0.0% | +3.5% | +3.4% |
| 30D | -8.6% | -1.0% | -7.6% | -8.3% |
| 3M | -40.3% | +23.2% | -63.6% | -47.1% |
| 6M | -1.0% | +20.4% | -21.4% | -11.4% |
| YTD | -4.6% | +13.6% | -18.3% | -11.7% |
| 1Y | +17.6% | +13.4% | +4.2% | +9.3% |
| 3Y | +58.6% | +66.5% | -7.9% | +23.9% |
| 5Y | +270.9% | +120.2% | +150.7% | +149.9% |
| 10Y | +569.1% | +576.5% | -7.4% | +137.7% |
| All | +652.4% | +2,089.3% | -1,437.0% | +33.8% |
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