+267.4%
RTX vs AMP
+459.2%
-191.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.4% |
| 7D | +4.8% | +3.9% | +0.8% | +2.9% |
| 30D | +6.5% | +5.1% | +1.4% | +3.8% |
| 3M | -9.6% | -8.7% | -1.0% | -6.0% |
| 6M | +12.3% | +11.4% | +0.9% | +6.1% |
| YTD | +9.5% | +7.3% | +2.1% | +4.1% |
| 1Y | +15.8% | +14.6% | +1.3% | +6.6% |
| 3Y | +157.0% | +61.2% | +95.8% | +92.6% |
| 5Y | +148.8% | +81.0% | +67.8% | +68.8% |
| All | +267.4% | +459.2% | -191.8% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling