+944.2%
APH vs AMP
+476.7%
+467.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.4% | -1.1% | +1.4% | +1.0% |
| 30D | -8.0% | +4.4% | -12.3% | -10.0% |
| 3M | -5.0% | -7.3% | +2.3% | -2.1% |
| 6M | +29.9% | +12.9% | +17.0% | +21.2% |
| YTD | +18.0% | +7.5% | +10.5% | +11.6% |
| 1Y | +11.3% | +13.3% | -2.0% | +2.5% |
| 3Y | +274.9% | +60.8% | +214.1% | +188.7% |
| 5Y | +300.6% | +82.7% | +217.9% | +185.5% |
| 10Y | +944.2% | +468.7% | +475.5% | +357.0% |
| All | +944.2% | +476.7% | +467.5% | +357.0% |
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