-46.5%
RUN vs AMP
+14.8%
-61.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -12.3% |
| 3M | -31.8% | +24.2% | -56.0% | -41.8% |
| 6M | -32.2% | +24.6% | -56.8% | -43.3% |
| YTD | -53.5% | +14.8% | -68.3% | -56.8% |
| 1Y | -46.5% | +12.8% | -59.3% | -47.2% |
| All | -46.5% | +14.8% | -61.3% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling