+872.9%
APD vs AMP
+2,123.7%
-1,250.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 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% | +3.1% |
| YTD | +24.4% | +15.4% | +9.0% | +16.5% |
| 1Y | +6.7% | +11.0% | -4.3% | +1.3% |
| 3Y | +9.2% | +70.5% | -61.2% | -13.6% |
| 5Y | +27.4% | +121.4% | -94.0% | -10.8% |
| 10Y | +164.8% | +575.6% | -410.8% | +11.6% |
| All | +872.9% | +2,123.7% | -1,250.8% | +122.8% |
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 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