+439.9%
AG vs AMP
+1,496.7%
-1,056.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.8% |
| 7D | +4.5% | +2.6% | +1.9% | +3.6% |
| 30D | +12.9% | +0.8% | +12.0% | +12.5% |
| 3M | +20.9% | +24.3% | -3.3% | +12.6% |
| 6M | -19.5% | +20.6% | -40.1% | -24.5% |
| YTD | +24.8% | +14.6% | +10.2% | +18.7% |
| 1Y | +120.2% | +14.5% | +105.7% | +109.2% |
| 3Y | +279.0% | +67.9% | +211.1% | +213.2% |
| 5Y | +67.9% | +122.5% | -54.6% | +24.0% |
| 10Y | +57.5% | +573.3% | -515.8% | -29.6% |
| All | +439.9% | +1,496.7% | -1,056.7% | +15.7% |
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