+928.9%
APD vs AMP
+1,967.6%
-1,038.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | +3.8% | +3.9% | -0.1% | +2.3% |
| 30D | +8.2% | +5.1% | +3.1% | +6.0% |
| 3M | +4.3% | -8.7% | +13.0% | +7.7% |
| 6M | +4.7% | +11.4% | -6.7% | -0.1% |
| YTD | +31.5% | +7.3% | +24.2% | +26.4% |
| 1Y | +23.5% | +14.6% | +9.0% | +15.7% |
| 3Y | +29.1% | +61.2% | -32.1% | +4.1% |
| 5Y | +15.9% | +81.0% | -65.1% | -12.4% |
| 10Y | +191.9% | +468.0% | -276.1% | +31.8% |
| All | +928.9% | +1,967.6% | -1,038.7% | +141.7% |
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