+1,349.6%
RSG vs AMP
+2,089.3%
-739.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.6% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +3.7% | -1.0% | +4.7% | +3.9% |
| 3M | +6.2% | +23.2% | -17.1% | +0.2% |
| 6M | -2.8% | +20.4% | -23.2% | -7.9% |
| YTD | +5.9% | +13.6% | -7.8% | +1.5% |
| 1Y | -1.8% | +13.4% | -15.1% | -6.0% |
| 3Y | +57.5% | +66.5% | -9.0% | +33.4% |
| 5Y | +91.1% | +120.2% | -29.1% | +46.7% |
| 10Y | +428.1% | +576.5% | -148.4% | +179.4% |
| All | +1,349.6% | +2,089.3% | -739.7% | +373.3% |
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