+789.7%
AMP vs NWSA
+122.3%
+667.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | 0.0% | -3.1% | +3.1% | +1.9% |
| 30D | -1.0% | +4.3% | -5.3% | -3.5% |
| 3M | +23.2% | +9.2% | +14.0% | +16.2% |
| 6M | +20.4% | +21.6% | -1.2% | +5.9% |
| YTD | +13.6% | +14.2% | -0.6% | +3.1% |
| 1Y | +13.4% | +1.8% | +11.6% | +9.8% |
| 3Y | +66.5% | +44.4% | +22.0% | +28.2% |
| 5Y | +120.2% | +41.0% | +79.3% | +66.8% |
| 10Y | +576.5% | +150.0% | +426.5% | +223.5% |
| All | +789.7% | +122.3% | +667.4% | +345.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling