-18.5%
AMRZ vs AMP
-0.4%
-18.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.1% |
| 7D | +1.2% | +2.2% | -1.0% | +0.3% |
| 30D | +15.1% | +2.2% | +12.8% | +13.9% |
| 3M | -18.1% | -10.4% | -7.6% | -13.8% |
| 6M | -23.5% | +5.8% | -29.3% | -24.9% |
| YTD | -21.6% | +3.3% | -24.9% | -23.2% |
| 1Y | -14.7% | +11.1% | -25.8% | -18.1% |
| All | -18.5% | -0.4% | -18.1% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling