+129.7%
ROP vs AMP
+589.3%
-459.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.3% |
| 7D | -4.6% | -0.5% | -4.1% | -4.4% |
| 30D | -1.7% | -1.3% | -0.4% | -1.2% |
| 3M | +17.1% | +24.2% | -7.1% | +7.6% |
| 6M | +10.9% | +24.6% | -13.7% | +1.4% |
| YTD | -12.1% | +14.8% | -26.9% | -17.1% |
| 1Y | -24.2% | +12.8% | -37.0% | -28.3% |
| 3Y | -20.4% | +69.0% | -89.3% | -36.8% |
| 5Y | -15.4% | +124.9% | -140.2% | -41.5% |
| All | +129.7% | +589.3% | -459.6% | +0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling