-22.3%
RMD vs AMP
+118.7%
-141.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -4.2% | -2.0% | -2.1% | -3.5% |
| 30D | -2.1% | -1.7% | -0.4% | -1.5% |
| 3M | +13.8% | +23.2% | -9.5% | +5.5% |
| 6M | -10.6% | +22.2% | -32.8% | -16.9% |
| YTD | -8.1% | +14.0% | -22.1% | -12.6% |
| 1Y | -18.0% | +14.0% | -32.0% | -22.1% |
| 3Y | +52.9% | +67.0% | -14.1% | +21.4% |
| 5Y | -22.3% | +123.2% | -145.5% | -44.0% |
| All | -22.3% | +118.7% | -141.0% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling