+356.8%
ACWI vs AMP
+1,492.4%
-1,135.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | +0.9% | -0.1% | +0.9% | +0.8% |
| 3M | +2.4% | +23.6% | -21.2% | -5.7% |
| 6M | +12.4% | +20.4% | -8.0% | +4.3% |
| YTD | +15.2% | +15.4% | -0.3% | +8.1% |
| 1Y | +22.7% | +11.0% | +11.8% | +16.6% |
| 3Y | +75.8% | +70.5% | +5.3% | +40.1% |
| 5Y | +67.7% | +121.4% | -53.7% | +19.3% |
| 10Y | +229.0% | +575.6% | -346.6% | +41.8% |
| All | +356.8% | +1,492.4% | -1,135.6% | +20.3% |
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