+1,275.6%
ROP vs AMP
+1,967.6%
-692.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | 0.0% |
| 7D | +0.7% | +3.9% | -3.2% | -0.9% |
| 30D | +28.8% | +5.1% | +23.7% | +26.2% |
| 3M | +21.1% | -8.7% | +29.7% | +25.2% |
| 6M | +52.5% | +11.4% | +41.1% | +45.7% |
| YTD | +8.9% | +7.3% | +1.5% | +5.0% |
| 1Y | +8.2% | +14.6% | -6.3% | +1.7% |
| 3Y | -5.2% | +61.2% | -66.4% | -23.6% |
| 5Y | +1.7% | +81.0% | -79.3% | -23.7% |
| 10Y | +185.4% | +468.0% | -282.6% | +24.1% |
| All | +1,275.6% | +1,967.6% | -692.0% | +186.9% |
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