-0.1%
AA vs AMP
+2,123.7%
-2,123.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.6% |
| 7D | -0.7% | +0.2% | -0.9% | -0.9% |
| 30D | +5.0% | -0.1% | +5.1% | +4.8% |
| 3M | -35.8% | +23.6% | -59.4% | -44.4% |
| 6M | -18.4% | +20.4% | -38.7% | -28.6% |
| YTD | -5.5% | +15.4% | -20.9% | -15.6% |
| 1Y | +61.0% | +11.0% | +50.0% | +47.4% |
| 3Y | +66.2% | +70.5% | -4.3% | +17.2% |
| 5Y | +11.4% | +121.4% | -110.0% | -32.5% |
| 10Y | +116.9% | +575.6% | -458.7% | -31.8% |
| All | -0.1% | +2,123.7% | -2,123.9% | -85.9% |
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