+14.0%
AMP vs FIVE
+69.1%
-55.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.5% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | -1.7% | +3.0% | -4.7% | -2.0% |
| 3M | +23.2% | +23.2% | 0.0% | +20.2% |
| 6M | +22.2% | +9.2% | +13.0% | +20.1% |
| YTD | +14.0% | +28.1% | -14.1% | +8.1% |
| 1Y | +14.0% | +65.3% | -51.3% | +4.5% |
| All | +14.0% | +69.1% | -55.1% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling