+6.7%
APD vs AMP
+11.4%
-4.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | +2.1% | -0.1% | +2.2% | +2.1% |
| 3M | +7.2% | +23.6% | -16.4% | +1.4% |
| 6M | +11.2% | +20.4% | -9.1% | +5.9% |
| YTD | +24.4% | +15.4% | +9.0% | +18.5% |
| 1Y | +6.7% | +11.0% | -4.3% | +1.8% |
| All | +6.7% | +11.4% | -4.7% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling