+569.3%
AMP vs FIVE
+491.7%
+77.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.3% |
| 7D | -0.5% | -3.0% | +2.5% | +0.4% |
| 30D | -1.3% | +2.7% | -4.0% | -2.4% |
| 3M | +24.2% | +21.1% | +3.1% | +16.1% |
| 6M | +24.6% | +11.9% | +12.6% | +17.7% |
| YTD | +14.8% | +29.9% | -15.0% | +3.2% |
| 1Y | +12.8% | +67.8% | -55.0% | -7.5% |
| 3Y | +69.0% | +52.8% | +16.2% | +30.7% |
| 5Y | +124.9% | +31.3% | +93.6% | +74.8% |
| All | +569.3% | +491.7% | +77.6% | +210.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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