+18.1%
RRX vs AMP
+122.1%
-104.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.3% |
| 3M | -23.1% | +24.2% | -47.2% | -34.6% |
| 6M | -19.5% | +24.6% | -44.1% | -31.8% |
| YTD | +16.1% | +14.8% | +1.2% | +3.3% |
| 1Y | +12.9% | +12.8% | +0.1% | +1.8% |
| 3Y | +7.9% | +69.0% | -61.0% | -26.1% |
| All | +18.1% | +122.1% | -104.0% | -32.2% |
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