-29.4%
AFRM vs AMP
+177.2%
-206.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -4.9% |
| 7D | -7.5% | +3.1% | -10.7% | -11.1% |
| 30D | -15.7% | +3.9% | -19.6% | -20.0% |
| 3M | -9.6% | -5.8% | -3.8% | -3.1% |
| 6M | +6.3% | +12.1% | -5.8% | -10.5% |
| YTD | -8.6% | +7.1% | -15.7% | -20.1% |
| 1Y | -7.6% | +14.2% | -21.8% | -26.2% |
| 3Y | +173.7% | +62.5% | +111.2% | +35.8% |
| 5Y | -56.9% | +82.6% | -139.5% | -80.7% |
| All | -29.4% | +177.2% | -206.6% | -74.2% |
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 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