+1,350.4%
ACN vs AMP
+1,967.6%
-617.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | -0.2% |
| 7D | -3.8% | +3.9% | -7.8% | -5.2% |
| 30D | +16.5% | +5.1% | +11.4% | +14.4% |
| 3M | +41.5% | -8.7% | +50.1% | +45.7% |
| 6M | +60.1% | +11.4% | +48.6% | +54.2% |
| YTD | -3.9% | +7.3% | -11.3% | -6.6% |
| 1Y | +4.1% | +14.6% | -10.5% | -1.0% |
| 3Y | -15.9% | +61.2% | -77.1% | -29.6% |
| 5Y | -26.3% | +81.0% | -107.4% | -41.1% |
| 10Y | +148.2% | +468.0% | -319.8% | +32.0% |
| All | +1,350.4% | +1,967.6% | -617.2% | +402.0% |
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