+900.4%
RTX vs AMP
+1,967.6%
-1,067.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.3% |
| 7D | +4.8% | +3.9% | +0.8% | +3.3% |
| 30D | +6.5% | +5.1% | +1.4% | +4.4% |
| 3M | -9.6% | -8.7% | -1.0% | -6.7% |
| 6M | +12.3% | +11.4% | +0.9% | +7.4% |
| YTD | +9.5% | +7.3% | +2.1% | +5.3% |
| 1Y | +15.8% | +14.6% | +1.3% | +8.6% |
| 3Y | +157.0% | +61.2% | +95.8% | +107.3% |
| 5Y | +148.8% | +81.0% | +67.8% | +87.4% |
| 10Y | +264.0% | +468.0% | -204.0% | +73.3% |
| All | +900.4% | +1,967.6% | -1,067.2% | +173.0% |
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