+380.6%
RY vs AMP
+576.7%
-196.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +2.7% | +2.6% | +0.1% | +1.7% |
| 30D | -1.0% | +0.8% | -1.8% | -1.3% |
| 3M | +7.6% | +24.3% | -16.6% | -1.3% |
| 6M | +29.5% | +20.6% | +8.9% | +19.8% |
| YTD | +24.2% | +14.6% | +9.5% | +16.7% |
| 1Y | +46.4% | +14.5% | +31.8% | +37.3% |
| 3Y | +159.4% | +67.9% | +91.5% | +104.4% |
| 5Y | +141.8% | +122.5% | +19.3% | +66.6% |
| All | +380.6% | +576.7% | -196.2% | +114.0% |
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