+169.3%
APD vs AMP
+584.2%
-414.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | -3.5% | -2.0% | -1.4% | -2.7% |
| 30D | -5.1% | -1.7% | -3.4% | -4.4% |
| 3M | +6.9% | +23.2% | -16.4% | -2.0% |
| 6M | +8.1% | +22.2% | -14.1% | -0.9% |
| YTD | +21.2% | +14.0% | +7.3% | +13.7% |
| 1Y | +4.9% | +14.0% | -9.1% | -1.8% |
| 3Y | +6.3% | +67.0% | -60.7% | -16.9% |
| 5Y | +24.3% | +123.2% | -99.0% | -16.1% |
| All | +169.3% | +584.2% | -414.9% | +15.9% |
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