+667.3%
A vs AMP
+2,123.7%
-1,456.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -1.9% | +0.2% | -2.2% | -2.1% |
| 30D | +6.9% | -0.1% | +7.0% | +6.8% |
| 3M | +9.2% | +23.6% | -14.3% | -0.4% |
| 6M | +25.7% | +20.4% | +5.3% | +15.6% |
| YTD | +11.5% | +15.4% | -3.9% | +3.9% |
| 1Y | +18.4% | +11.0% | +7.4% | +11.7% |
| 3Y | +26.6% | +70.5% | -43.9% | -1.5% |
| 5Y | -12.8% | +121.4% | -134.2% | -40.1% |
| 10Y | +247.2% | +575.6% | -328.4% | +34.7% |
| All | +667.3% | +2,123.7% | -1,456.4% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling