+2,172.4%
AMP vs WTW
+411.9%
+1,760.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -0.5% | -5.7% | +5.2% | +4.0% |
| 30D | -1.3% | -7.3% | +5.9% | +4.3% |
| 3M | +24.2% | +21.5% | +2.7% | +5.7% |
| 6M | +24.6% | +9.6% | +14.9% | +13.0% |
| YTD | +14.8% | -3.3% | +18.1% | +13.3% |
| 1Y | +12.8% | -6.1% | +18.9% | +13.4% |
| 3Y | +69.0% | +61.8% | +7.1% | +6.0% |
| 5Y | +124.9% | +42.7% | +82.2% | +54.4% |
| 10Y | +583.5% | +197.2% | +386.3% | +154.1% |
| All | +2,172.4% | +411.9% | +1,760.5% | +375.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling