+220.8%
AFRM vs AMP
+70.1%
+150.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.5% |
| 7D | +3.1% | +2.6% | +0.5% | -0.1% |
| 30D | -4.2% | +0.8% | -5.1% | -5.0% |
| 3M | +10.1% | +24.3% | -14.1% | -16.7% |
| 6M | +39.4% | +20.6% | +18.9% | +8.9% |
| YTD | -3.2% | +14.6% | -17.8% | -21.0% |
| 1Y | -16.1% | +14.5% | -30.6% | -31.6% |
| 3Y | +220.8% | +67.9% | +152.8% | +16.2% |
| All | +220.8% | +70.1% | +150.7% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling