-15.4%
ROP vs AMP
+118.7%
-134.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -8.0% | -2.0% | -6.0% | -7.3% |
| 30D | -2.7% | -1.7% | -1.1% | -2.2% |
| 3M | +16.6% | +23.2% | -6.6% | +8.1% |
| 6M | +10.4% | +22.2% | -11.8% | +2.4% |
| YTD | -12.1% | +14.0% | -26.1% | -16.5% |
| 1Y | -23.6% | +14.0% | -37.6% | -27.6% |
| 3Y | -19.3% | +67.0% | -86.3% | -35.0% |
| 5Y | -15.4% | +123.2% | -138.6% | -40.7% |
| All | -15.4% | +118.7% | -134.1% | -40.7% |
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