-20.0%
ROP vs AMP
+64.9%
-84.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.1% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | -3.4% | -1.0% | -2.3% | -3.0% |
| 3M | +16.7% | +23.2% | -6.6% | +8.7% |
| 6M | +8.1% | +20.4% | -12.3% | +1.2% |
| YTD | -11.7% | +13.6% | -25.3% | -15.7% |
| 1Y | -24.2% | +13.4% | -37.6% | -27.7% |
| All | -20.0% | +64.9% | -84.9% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling