+786.2%
A vs AMP
+1,967.6%
-1,181.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.1% |
| 7D | -0.5% | +3.9% | -4.4% | -2.0% |
| 30D | 0.0% | +5.1% | -5.1% | -2.2% |
| 3M | +16.7% | -8.7% | +25.4% | +20.6% |
| 6M | +54.8% | +11.4% | +43.4% | +46.6% |
| YTD | +28.8% | +7.3% | +21.5% | +23.2% |
| 1Y | +19.3% | +14.6% | +4.8% | +10.9% |
| 3Y | +65.5% | +61.2% | +4.3% | +31.3% |
| 5Y | +12.1% | +81.0% | -69.0% | -16.6% |
| 10Y | +305.4% | +468.0% | -162.6% | +69.5% |
| All | +786.2% | +1,967.6% | -1,181.4% | +94.3% |
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