+459.5%
AJG vs AMP
+589.3%
-129.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.5% |
| 7D | -8.3% | -0.5% | -7.7% | -8.1% |
| 30D | -5.7% | -1.3% | -4.4% | -5.2% |
| 3M | +9.1% | +24.2% | -15.1% | +0.2% |
| 6M | +15.2% | +24.6% | -9.3% | +5.4% |
| YTD | -6.3% | +14.8% | -21.1% | -11.7% |
| 1Y | -19.1% | +12.8% | -31.9% | -23.4% |
| 3Y | +8.2% | +69.0% | -60.7% | -14.8% |
| 5Y | +75.6% | +124.9% | -49.2% | +20.8% |
| All | +459.5% | +589.3% | -129.8% | +147.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling