+520.8%
APP vs AMP
+128.3%
+392.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +48.9% | -1.1% | +50.0% | +49.0% |
| 30D | +49.4% | +4.4% | +45.1% | +43.4% |
| 3M | +27.0% | -7.3% | +34.3% | +33.3% |
| 6M | -15.4% | +12.9% | -28.3% | -25.0% |
| YTD | -39.9% | +7.5% | -47.4% | -45.3% |
| 1Y | -32.0% | +13.3% | -45.3% | -41.0% |
| 3Y | +824.3% | +60.8% | +763.5% | +497.9% |
| 5Y | +252.4% | +82.7% | +169.7% | +97.8% |
| All | +520.8% | +128.3% | +392.6% | +244.1% |
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