+197.7%
AON vs AMP
+589.3%
-391.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | -6.3% | -0.5% | -5.8% | -6.1% |
| 30D | -14.1% | -1.3% | -12.8% | -13.7% |
| 3M | -9.5% | +24.2% | -33.7% | -16.0% |
| 6M | -4.0% | +24.6% | -28.6% | -11.2% |
| YTD | -13.8% | +14.8% | -28.6% | -18.3% |
| 1Y | -18.3% | +12.8% | -31.1% | -22.3% |
| 3Y | -7.2% | +69.0% | -76.2% | -24.8% |
| 5Y | +7.3% | +124.9% | -117.5% | -22.9% |
| All | +197.7% | +589.3% | -391.6% | +54.9% |
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