+569.3%
AMP vs WTW
+198.0%
+371.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -0.5% | -5.7% | +5.2% | +3.6% |
| 30D | -1.3% | -7.3% | +5.9% | +3.9% |
| 3M | +24.2% | +21.5% | +2.7% | +6.9% |
| 6M | +24.6% | +9.6% | +14.9% | +13.8% |
| YTD | +14.8% | -3.3% | +18.1% | +13.9% |
| 1Y | +12.8% | -6.1% | +18.9% | +14.0% |
| 3Y | +69.0% | +61.8% | +7.1% | +6.2% |
| 5Y | +124.9% | +42.7% | +82.2% | +54.3% |
| All | +569.3% | +198.0% | +371.3% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling