+650.9%
RSP vs AMP
+2,123.7%
-1,472.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | -0.3% | -0.1% | -0.2% | -0.4% |
| 3M | +4.3% | +23.6% | -19.3% | -4.8% |
| 6M | +8.8% | +20.4% | -11.5% | +0.2% |
| YTD | +15.3% | +15.4% | -0.2% | +7.5% |
| 1Y | +18.3% | +11.0% | +7.3% | +11.8% |
| 3Y | +52.8% | +70.5% | -17.7% | +19.1% |
| 5Y | +51.7% | +121.4% | -69.7% | +4.3% |
| 10Y | +208.5% | +575.6% | -367.1% | +24.7% |
| All | +650.9% | +2,123.7% | -1,472.8% | +63.5% |
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