+221.6%
ACWI vs AMP
+503.1%
-281.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.2% | +3.3% | -3.5% | -1.4% |
| 30D | -3.3% | +4.2% | -7.5% | -4.9% |
| 3M | -3.4% | -6.4% | +3.0% | -1.2% |
| 6M | +0.8% | +12.4% | -11.6% | -4.3% |
| YTD | +10.7% | +7.4% | +3.3% | +6.3% |
| 1Y | +11.6% | +14.7% | -3.1% | +4.3% |
| 3Y | +73.4% | +60.8% | +12.6% | +39.1% |
| 5Y | +60.2% | +83.4% | -23.2% | +19.6% |
| 10Y | +221.6% | +473.5% | -252.0% | +54.5% |
| All | +221.6% | +503.1% | -281.6% | +54.5% |
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 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