+116.1%
ALL vs AMP
+120.7%
-4.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -5.6% | -1.0% | -4.6% | -5.2% |
| 3M | +17.2% | +23.2% | -6.0% | +8.3% |
| 6M | +23.2% | +20.4% | +2.8% | +14.6% |
| YTD | +23.6% | +13.6% | +10.0% | +16.7% |
| 1Y | +29.2% | +13.4% | +15.8% | +21.8% |
| 3Y | +153.8% | +66.5% | +87.3% | +99.6% |
| 5Y | +116.1% | +120.2% | -4.1% | +47.6% |
| All | +116.1% | +120.7% | -4.6% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling