+351.8%
RY vs AMP
+476.6%
-124.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -1.0% |
| 7D | -0.6% | +3.3% | -3.9% | -1.9% |
| 30D | +6.1% | +4.2% | +1.9% | +4.3% |
| 3M | -3.4% | -6.4% | +3.1% | -1.0% |
| 6M | +12.8% | +12.4% | +0.4% | +7.2% |
| YTD | +21.0% | +7.4% | +13.6% | +16.3% |
| 1Y | +40.5% | +14.7% | +25.8% | +31.3% |
| 3Y | +159.9% | +60.8% | +99.1% | +106.6% |
| 5Y | +125.0% | +83.4% | +41.5% | +65.7% |
| All | +351.8% | +476.6% | -124.7% | +99.4% |
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