+1,944.2%
ACGL vs AMP
+2,123.7%
-179.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -0.7% | +0.2% | -1.0% | -0.8% |
| 30D | -1.0% | -0.1% | -0.9% | -1.0% |
| 3M | +11.0% | +23.6% | -12.5% | +2.9% |
| 6M | -0.3% | +20.4% | -20.7% | -7.0% |
| YTD | +2.3% | +15.4% | -13.2% | -3.7% |
| 1Y | +6.4% | +11.0% | -4.6% | +1.3% |
| 3Y | +34.0% | +70.5% | -36.5% | +8.0% |
| 5Y | +161.6% | +121.4% | +40.3% | +89.7% |
| 10Y | +278.6% | +575.6% | -297.0% | +86.1% |
| All | +1,944.2% | +2,123.7% | -179.5% | +510.5% |
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