+123.3%
RY vs AMP
+75.0%
+48.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -0.7% |
| 7D | -0.9% | +2.2% | -3.1% | -1.7% |
| 30D | +5.9% | +2.2% | +3.6% | +4.9% |
| 3M | -4.3% | -10.4% | +6.2% | -0.3% |
| 6M | +12.1% | +5.8% | +6.3% | +9.3% |
| YTD | +20.3% | +3.3% | +17.0% | +17.6% |
| 1Y | +41.0% | +11.1% | +29.9% | +33.7% |
| 3Y | +157.5% | +56.0% | +101.5% | +103.9% |
| All | +123.3% | +75.0% | +48.4% | +62.7% |
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