+1,257.8%
AMP vs FIVE
+846.9%
+410.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +3.9% | +2.7% | +1.3% | +3.2% |
| 30D | +5.1% | +12.7% | -7.5% | +1.6% |
| 3M | -8.7% | +2.1% | -10.7% | -9.5% |
| 6M | +11.4% | +17.5% | -6.0% | +5.0% |
| YTD | +7.3% | +31.0% | -23.6% | -2.7% |
| 1Y | +14.6% | +67.7% | -53.2% | -3.4% |
| 3Y | +61.2% | +43.4% | +17.9% | +31.2% |
| 5Y | +81.0% | +18.1% | +63.0% | +50.7% |
| 10Y | +468.0% | +508.8% | -40.8% | +198.5% |
| All | +1,257.8% | +846.9% | +410.9% | +520.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling