+34.8%
AIG vs AMP
+66.7%
-31.8%
-17.0%
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% | +0.1% |
| 7D | -1.2% | -0.5% | -0.6% | -1.0% |
| 30D | -1.1% | -1.3% | +0.3% | -0.6% |
| 3M | +0.7% | +24.2% | -23.5% | -7.7% |
| 6M | -2.2% | +24.6% | -26.7% | -10.7% |
| YTD | -10.8% | +14.8% | -25.7% | -16.5% |
| 1Y | -2.0% | +12.8% | -14.8% | -7.5% |
| 3Y | +34.8% | +69.0% | -34.1% | -1.2% |
| All | +34.8% | +66.7% | -31.8% | -1.2% |
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