+1,105.9%
AON vs AMP
+2,089.3%
-983.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.7% | -3.3% |
| 7D | -7.9% | 0.0% | -7.9% | -7.9% |
| 30D | -14.6% | -1.0% | -13.6% | -14.4% |
| 3M | -7.9% | +23.2% | -31.1% | -13.4% |
| 6M | -8.0% | +20.4% | -28.4% | -13.0% |
| YTD | -13.2% | +13.6% | -26.9% | -16.8% |
| 1Y | -16.4% | +13.4% | -29.8% | -20.0% |
| 3Y | -6.7% | +66.5% | -73.2% | -21.3% |
| 5Y | +8.0% | +120.2% | -112.2% | -17.3% |
| 10Y | +205.6% | +576.5% | -370.9% | +60.7% |
| All | +1,105.9% | +2,089.3% | -983.4% | +318.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling