+576.6%
RRX vs AMP
+2,108.3%
-1,531.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | +4.3% | +2.6% | +1.7% | +3.0% |
| 30D | -8.0% | +0.8% | -8.9% | -8.5% |
| 3M | -22.0% | +24.3% | -46.3% | -30.4% |
| 6M | -11.9% | +20.6% | -32.5% | -20.1% |
| YTD | +17.1% | +14.6% | +2.5% | +8.4% |
| 1Y | +14.9% | +14.5% | +0.3% | +6.5% |
| 3Y | +6.9% | +67.9% | -61.1% | -17.1% |
| 5Y | +19.6% | +122.5% | -103.0% | -19.5% |
| 10Y | +215.9% | +573.3% | -357.3% | +21.4% |
| All | +576.6% | +2,108.3% | -1,531.8% | +42.0% |
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 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