-40.8%
ACI vs AMP
+118.7%
-159.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -7.1% | -2.0% | -5.0% | -6.7% |
| 30D | -4.5% | -1.7% | -2.8% | -4.2% |
| 3M | -22.3% | +23.2% | -45.5% | -24.9% |
| 6M | -28.4% | +22.2% | -50.6% | -30.9% |
| YTD | -29.5% | +14.0% | -43.5% | -31.2% |
| 1Y | -34.2% | +14.0% | -48.2% | -35.9% |
| 3Y | -45.7% | +67.0% | -112.7% | -51.7% |
| 5Y | -40.8% | +123.2% | -164.0% | -52.6% |
| All | -40.8% | +118.7% | -159.5% | -52.6% |
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 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