+666.3%
RSP vs AMP
+1,970.1%
-1,303.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.3% | -1.1% | +0.8% | +0.1% |
| 30D | +4.4% | +4.4% | +0.1% | +2.5% |
| 3M | +1.3% | -7.3% | +8.6% | +4.2% |
| 6M | +10.0% | +12.9% | -2.9% | +3.9% |
| YTD | +17.6% | +7.5% | +10.2% | +12.7% |
| 1Y | +19.2% | +13.3% | +5.9% | +11.6% |
| 3Y | +66.0% | +60.8% | +5.2% | +32.4% |
| 5Y | +50.4% | +82.7% | -32.3% | +11.8% |
| 10Y | +215.7% | +468.7% | -253.0% | +37.4% |
| All | +666.3% | +1,970.1% | -1,303.8% | +71.5% |
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