+69.0%
AMP vs NWSA
+43.3%
+25.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -0.5% | -2.8% | +2.3% | +0.8% |
| 30D | -1.3% | +3.0% | -4.4% | -2.7% |
| 3M | +24.2% | +12.3% | +11.9% | +17.2% |
| 6M | +24.6% | +21.9% | +2.7% | +12.3% |
| YTD | +14.8% | +13.6% | +1.3% | +7.0% |
| 1Y | +12.8% | +0.5% | +12.3% | +12.5% |
| 3Y | +69.0% | +43.8% | +25.2% | +38.3% |
| All | +69.0% | +43.3% | +25.7% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3y: compounded portfolio wealth divided by compounded NWSA 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…
3y analysis · Full analysis span regression · 6 months rolling