+122.5%
AMP vs NWSA
+40.0%
+82.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -0.5% | -2.8% | +2.3% | +1.0% |
| 30D | -1.3% | +3.0% | -4.4% | -2.9% |
| 3M | +24.2% | +12.3% | +11.9% | +16.3% |
| 6M | +24.6% | +21.9% | +2.7% | +11.0% |
| YTD | +14.8% | +13.6% | +1.3% | +5.8% |
| 1Y | +12.8% | +0.5% | +12.3% | +11.0% |
| 3Y | +69.0% | +43.8% | +25.2% | +33.9% |
| All | +122.5% | +40.0% | +82.5% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling