+25.3%
APD vs AMP
+120.7%
-95.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.5% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -4.2% | -1.0% | -3.2% | -3.8% |
| 3M | +5.0% | +23.2% | -18.3% | -3.4% |
| 6M | +8.9% | +20.4% | -11.5% | +0.8% |
| YTD | +21.9% | +13.6% | +8.3% | +14.8% |
| 1Y | +5.6% | +13.4% | -7.8% | -0.6% |
| 3Y | +6.9% | +66.5% | -59.6% | -17.2% |
| 5Y | +25.3% | +120.2% | -94.9% | -15.9% |
| All | +25.3% | +120.7% | -95.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling