+704.0%
ALL vs AMP
+1,970.1%
-1,266.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.6% | -1.1% | -1.5% | -2.1% |
| 30D | +12.7% | +4.4% | +8.4% | +10.3% |
| 3M | +0.4% | -7.3% | +7.7% | +4.0% |
| 6M | +23.8% | +12.9% | +10.9% | +16.2% |
| YTD | +27.8% | +7.5% | +20.3% | +21.6% |
| 1Y | +28.9% | +13.3% | +15.6% | +19.3% |
| 3Y | +113.9% | +60.8% | +53.0% | +62.9% |
| 5Y | +157.4% | +82.7% | +74.7% | +78.7% |
| 10Y | +369.0% | +468.7% | -99.7% | +64.5% |
| All | +704.0% | +1,970.1% | -1,266.1% | +15.3% |
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