+40.3%
RUN vs AMP
+589.3%
-548.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.3% |
| 7D | -3.7% | -0.5% | -3.2% | -3.4% |
| 30D | -13.0% | -1.3% | -11.7% | -12.2% |
| 3M | -31.8% | +24.2% | -56.0% | -41.3% |
| 6M | -32.2% | +24.6% | -56.8% | -42.2% |
| YTD | -53.5% | +14.8% | -68.3% | -57.7% |
| 1Y | -46.5% | +12.8% | -59.3% | -50.8% |
| 3Y | -37.6% | +69.0% | -106.6% | -58.9% |
| 5Y | -80.9% | +124.9% | -205.7% | -89.2% |
| All | +40.3% | +589.3% | -548.9% | -53.2% |
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