+588.9%
RVMD vs AMP
+122.1%
+466.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 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% | +19.3% |
| 6M | +104.6% | +24.6% | +80.0% | +78.6% |
| YTD | +155.8% | +14.8% | +141.0% | +130.5% |
| 1Y | +340.7% | +12.8% | +327.9% | +299.9% |
| 3Y | +519.9% | +69.0% | +451.0% | +315.1% |
| All | +588.9% | +122.1% | +466.7% | +303.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling