+141.9%
RY vs AMP
+121.7%
+20.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +3.1% | +0.2% | +2.9% | +3.0% |
| 30D | -0.3% | -0.1% | -0.2% | -0.3% |
| 3M | +8.7% | +23.6% | -14.9% | +0.1% |
| 6M | +28.5% | +20.4% | +8.2% | +19.3% |
| YTD | +25.1% | +15.4% | +9.7% | +17.4% |
| 1Y | +46.3% | +11.0% | +35.3% | +39.1% |
| 3Y | +154.9% | +70.5% | +84.5% | +95.7% |
| All | +141.9% | +121.7% | +20.2% | +60.0% |
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 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