-3.3%
APA vs AMP
+1,967.6%
-1,970.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.5% | +1.0% |
| 7D | +8.5% | +3.9% | +4.6% | +6.2% |
| 30D | +2.8% | +5.1% | -2.3% | -0.7% |
| 3M | +21.7% | -8.7% | +30.4% | +26.6% |
| 6M | +32.6% | +11.4% | +21.2% | +22.7% |
| YTD | +103.7% | +7.3% | +96.4% | +89.8% |
| 1Y | +101.8% | +14.6% | +87.2% | +81.2% |
| 3Y | +48.1% | +61.2% | -13.2% | +10.0% |
| 5Y | +91.9% | +81.0% | +10.9% | +33.2% |
| 10Y | +8.4% | +468.0% | -459.6% | -54.2% |
| All | -3.3% | +1,967.6% | -1,970.9% | -81.0% |
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