+45.9%
ROK vs AMP
+118.7%
-72.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -1.6% | -2.0% | +0.4% | -0.4% |
| 30D | -5.4% | -1.7% | -3.8% | -4.5% |
| 3M | -4.0% | +23.2% | -27.2% | -16.0% |
| 6M | +13.3% | +22.2% | -8.8% | -0.6% |
| YTD | +9.3% | +14.0% | -4.6% | -0.3% |
| 1Y | +25.8% | +14.0% | +11.8% | +14.4% |
| 3Y | +49.1% | +67.0% | -17.9% | +5.8% |
| 5Y | +45.9% | +123.2% | -77.4% | -15.5% |
| All | +45.9% | +118.7% | -72.9% | -15.5% |
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