-24.2%
AR vs AMP
+693.0%
-717.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | +2.5% | +0.2% | +2.3% | +2.3% |
| 30D | +14.8% | -0.1% | +14.9% | +14.7% |
| 3M | +6.2% | +23.6% | -17.3% | -6.8% |
| 6M | +4.3% | +20.4% | -16.1% | -7.7% |
| YTD | +14.4% | +15.4% | -1.1% | +2.7% |
| 1Y | +21.3% | +11.0% | +10.4% | +11.3% |
| 3Y | +39.8% | +70.5% | -30.7% | -2.5% |
| 5Y | +142.1% | +121.4% | +20.7% | +42.1% |
| 10Y | +52.0% | +575.6% | -523.5% | -53.4% |
| All | -24.2% | +693.0% | -717.2% | -75.9% |
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