-29.3%
AFRM vs AMP
+194.1%
-223.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -4.3% |
| 7D | -8.0% | 0.0% | -8.0% | -8.0% |
| 30D | -9.8% | -1.0% | -8.8% | -8.3% |
| 3M | +4.7% | +23.2% | -18.6% | -21.1% |
| 6M | +34.1% | +20.4% | +13.7% | +3.5% |
| YTD | -8.4% | +13.6% | -22.1% | -25.1% |
| 1Y | -22.9% | +13.4% | -36.3% | -36.8% |
| 3Y | +203.3% | +66.5% | +136.8% | +50.6% |
| 5Y | -26.0% | +120.2% | -146.2% | -70.5% |
| All | -29.3% | +194.1% | -223.4% | -75.8% |
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