+696.0%
ALL vs AMP
+2,123.7%
-1,427.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | -1.5% | -0.1% | -1.4% | -1.5% |
| 3M | +23.6% | +23.6% | +0.1% | +11.3% |
| 6M | +22.3% | +20.4% | +2.0% | +11.2% |
| YTD | +26.5% | +15.4% | +11.1% | +16.5% |
| 1Y | +27.0% | +11.0% | +16.0% | +18.8% |
| 3Y | +149.6% | +70.5% | +79.1% | +84.9% |
| 5Y | +118.1% | +121.4% | -3.3% | +37.8% |
| 10Y | +369.0% | +575.6% | -206.6% | +49.4% |
| All | +696.0% | +2,123.7% | -1,427.7% | +10.4% |
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