-11.5%
A vs AMP
+122.1%
-133.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +1.9% | +2.3% |
| 7D | -2.6% | -0.5% | -2.1% | -2.4% |
| 30D | -0.9% | -1.3% | +0.4% | -0.4% |
| 3M | +13.6% | +24.2% | -10.6% | +2.6% |
| 6M | +27.8% | +24.6% | +3.3% | +15.0% |
| YTD | +8.6% | +14.8% | -6.2% | +0.8% |
| 1Y | +16.9% | +12.8% | +4.1% | +9.1% |
| 3Y | +32.9% | +69.0% | -36.1% | -1.7% |
| All | -11.5% | +122.1% | -133.7% | -43.9% |
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