+217.3%
RRX vs AMP
+589.3%
-372.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +2.9% | +3.2% |
| 7D | -0.3% | -0.5% | +0.2% | 0.0% |
| 30D | -6.1% | -1.3% | -4.8% | -5.4% |
| 3M | -23.1% | +24.2% | -47.2% | -33.0% |
| 6M | -19.5% | +24.6% | -44.1% | -30.0% |
| YTD | +16.1% | +14.8% | +1.2% | +5.4% |
| 1Y | +12.9% | +12.8% | +0.1% | +3.7% |
| 3Y | +7.9% | +69.0% | -61.0% | -21.4% |
| 5Y | +19.1% | +124.9% | -105.8% | -27.2% |
| All | +217.3% | +589.3% | -372.0% | +11.0% |
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