+12.4%
AA vs AMP
+120.7%
-108.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.3% |
| 7D | -0.6% | 0.0% | -0.6% | -0.7% |
| 30D | -1.6% | -1.0% | -0.5% | -1.0% |
| 3M | -29.8% | +23.2% | -53.0% | -41.6% |
| 6M | -16.6% | +20.4% | -37.0% | -29.9% |
| YTD | -4.0% | +13.6% | -17.7% | -16.4% |
| 1Y | +63.5% | +13.4% | +50.2% | +43.0% |
| 3Y | +86.8% | +66.5% | +20.3% | +13.6% |
| 5Y | +12.4% | +120.2% | -107.9% | -48.0% |
| All | +12.4% | +120.7% | -108.3% | -48.0% |
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