+2,153.0%
ACGL vs AMP
+1,963.1%
+189.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -0.5% |
| 7D | -1.1% | +3.1% | -4.2% | -2.2% |
| 30D | +13.1% | +3.9% | +9.2% | +11.5% |
| 3M | +9.8% | -5.8% | +15.6% | +11.9% |
| 6M | +15.3% | +12.1% | +3.2% | +10.3% |
| YTD | +12.7% | +7.1% | +5.6% | +8.8% |
| 1Y | +20.7% | +14.2% | +6.5% | +13.7% |
| 3Y | +34.3% | +62.5% | -28.2% | +10.2% |
| 5Y | +170.6% | +82.6% | +88.0% | +109.6% |
| 10Y | +330.6% | +515.9% | -185.4% | +118.9% |
| All | +2,153.0% | +1,963.1% | +189.9% | +589.6% |
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