-68.6%
RNG vs AMP
+122.1%
-190.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.7% |
| 7D | -6.1% | -0.5% | -5.6% | -5.7% |
| 30D | +9.6% | -1.3% | +10.9% | +10.8% |
| 3M | +83.3% | +24.2% | +59.1% | +55.3% |
| 6M | +77.9% | +24.6% | +53.4% | +49.7% |
| YTD | +139.9% | +14.8% | +125.1% | +113.1% |
| 1Y | +121.7% | +12.8% | +108.9% | +99.3% |
| 3Y | +121.9% | +69.0% | +52.9% | +31.8% |
| All | -68.6% | +122.1% | -190.7% | -85.0% |
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