+235.9%
ROIV vs AMP
+217.7%
+18.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | +1.0% | -0.1% | +1.0% | +0.9% |
| 3M | +18.3% | +23.6% | -5.3% | +10.0% |
| 6M | +18.3% | +20.4% | -2.0% | +10.8% |
| YTD | +61.0% | +15.4% | +45.5% | +52.3% |
| 1Y | +177.9% | +11.0% | +166.9% | +165.6% |
| 3Y | +199.1% | +70.5% | +128.6% | +140.9% |
| 5Y | +250.7% | +121.4% | +129.3% | +158.7% |
| All | +235.9% | +217.7% | +18.2% | +146.6% |
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