+354.3%
RY vs AMP
+476.7%
-122.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | -3.0% | -1.1% | -1.9% | -2.6% |
| 30D | +6.3% | +4.4% | +1.9% | +4.4% |
| 3M | -2.6% | -7.3% | +4.7% | +0.2% |
| 6M | +13.9% | +12.9% | +1.0% | +8.1% |
| YTD | +21.7% | +7.5% | +14.2% | +16.9% |
| 1Y | +40.4% | +13.3% | +27.1% | +31.9% |
| 3Y | +161.3% | +60.8% | +100.5% | +107.7% |
| 5Y | +126.5% | +82.7% | +43.8% | +67.1% |
| 10Y | +354.3% | +468.7% | -114.3% | +100.5% |
| All | +354.3% | +476.7% | -122.4% | +100.5% |
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