+603.6%
RVMD vs AMP
+249.2%
+354.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -3.6% | -2.0% | -1.5% | -2.6% |
| 30D | -1.1% | -1.7% | +0.6% | -0.4% |
| 3M | +41.0% | +23.2% | +17.8% | +26.5% |
| 6M | +105.7% | +22.2% | +83.5% | +85.3% |
| YTD | +155.3% | +14.0% | +141.3% | +135.2% |
| 1Y | +402.7% | +14.0% | +388.7% | +362.0% |
| 3Y | +533.1% | +67.0% | +466.1% | +375.6% |
| 5Y | +583.5% | +123.2% | +460.3% | +346.5% |
| All | +603.6% | +249.2% | +354.4% | +244.2% |
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 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