+330.4%
ACGL vs AMP
+503.1%
-172.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +1.3% | +3.3% | -2.1% | -0.5% |
| 30D | +14.2% | +4.2% | +10.0% | +11.7% |
| 3M | +11.1% | -6.4% | +17.5% | +14.4% |
| 6M | +16.4% | +12.4% | +3.9% | +8.9% |
| YTD | +13.8% | +7.4% | +6.3% | +7.7% |
| 1Y | +21.6% | +14.7% | +6.8% | +10.9% |
| 3Y | +33.5% | +60.8% | -27.3% | -1.1% |
| 5Y | +174.8% | +83.4% | +91.4% | +83.0% |
| 10Y | +330.4% | +473.5% | -143.2% | +52.9% |
| All | +330.4% | +503.1% | -172.8% | +52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling