+120.2%
AMP vs FIVE
+35.6%
+84.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | -0.3% |
| 7D | 0.0% | +1.7% | -1.7% | -0.4% |
| 30D | -1.0% | +5.0% | -6.0% | -2.1% |
| 3M | +23.2% | +29.5% | -6.3% | +16.2% |
| 6M | +20.4% | +12.4% | +8.0% | +16.0% |
| YTD | +13.6% | +31.2% | -17.5% | +5.7% |
| 1Y | +13.4% | +72.9% | -59.5% | -1.2% |
| 3Y | +66.5% | +53.0% | +13.5% | +42.1% |
| 5Y | +120.2% | +34.2% | +86.1% | +87.0% |
| All | +120.2% | +35.6% | +84.6% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling