-18.3%
AMRZ vs AMP
+10.6%
-28.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.9% |
| 7D | -2.0% | +2.6% | -4.6% | -3.1% |
| 30D | -9.8% | +0.8% | -10.7% | -10.2% |
| 3M | -17.2% | +24.3% | -41.5% | -24.4% |
| 6M | -26.9% | +20.6% | -47.5% | -32.6% |
| YTD | -21.5% | +14.6% | -36.1% | -26.6% |
| 1Y | -22.9% | +14.5% | -37.4% | -28.5% |
| All | -18.3% | +10.6% | -28.9% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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