+908.4%
APD vs AMP
+1,969.7%
-1,061.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -0.2% | +3.3% | -3.6% | -1.5% |
| 30D | +11.0% | +4.2% | +6.8% | +9.1% |
| 3M | +1.3% | -6.4% | +7.7% | +3.6% |
| 6M | +6.4% | +12.4% | -6.1% | +1.2% |
| YTD | +28.9% | +7.4% | +21.5% | +23.9% |
| 1Y | +23.2% | +14.7% | +8.5% | +15.4% |
| 3Y | +26.3% | +60.8% | -34.5% | +2.0% |
| 5Y | +12.0% | +83.4% | -71.4% | -15.7% |
| 10Y | +183.2% | +473.5% | -290.4% | +27.4% |
| All | +908.4% | +1,969.7% | -1,061.3% | +136.8% |
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