+1,064.3%
ROP vs AMP
+2,123.7%
-1,059.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.3% |
| 7D | -4.4% | +0.2% | -4.7% | -4.5% |
| 30D | +3.2% | -0.1% | +3.3% | +3.2% |
| 3M | +23.1% | +23.6% | -0.5% | +13.1% |
| 6M | +13.3% | +20.4% | -7.1% | +4.9% |
| YTD | -7.9% | +15.4% | -23.3% | -13.5% |
| 1Y | -22.1% | +11.0% | -33.0% | -25.9% |
| 3Y | -16.8% | +70.5% | -87.3% | -34.4% |
| 5Y | -13.5% | +121.4% | -134.9% | -40.1% |
| 10Y | +137.7% | +575.6% | -437.9% | -3.9% |
| All | +1,064.3% | +2,123.7% | -1,059.4% | +136.4% |
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