-24.9%
AFRM vs AMP
+198.8%
-223.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -1.6% |
| 7D | -7.0% | +0.2% | -7.2% | -7.1% |
| 30D | -7.8% | -0.1% | -7.7% | -7.5% |
| 3M | +5.3% | +23.6% | -18.2% | -20.9% |
| 6M | +42.6% | +20.4% | +22.3% | +10.2% |
| YTD | -2.8% | +15.4% | -18.2% | -22.1% |
| 1Y | -19.3% | +11.0% | -30.3% | -31.9% |
| 3Y | +231.0% | +70.5% | +160.5% | +59.1% |
| 5Y | -22.2% | +121.4% | -143.6% | -69.6% |
| All | -24.9% | +198.8% | -223.7% | -74.8% |
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 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