+605.1%
RVMD vs AMP
+251.8%
+353.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -3.0% | -0.5% | -2.4% | -2.7% |
| 30D | -0.7% | -1.3% | +0.6% | -0.2% |
| 3M | +36.5% | +24.2% | +12.4% | +22.0% |
| 6M | +104.6% | +24.6% | +80.0% | +82.6% |
| YTD | +155.8% | +14.8% | +141.0% | +134.8% |
| 1Y | +340.7% | +12.8% | +327.9% | +306.8% |
| 3Y | +519.9% | +69.0% | +451.0% | +363.1% |
| 5Y | +584.9% | +124.9% | +460.1% | +345.9% |
| All | +605.1% | +251.8% | +353.3% | +243.7% |
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