+311.3%
ARM vs AMP
+66.3%
+245.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +4.3% |
| 7D | +11.4% | +2.6% | +8.8% | +9.1% |
| 30D | -7.4% | +0.8% | -8.3% | -8.3% |
| 3M | -24.5% | +24.3% | -48.8% | -37.5% |
| 6M | +128.7% | +20.6% | +108.1% | +93.3% |
| YTD | +139.3% | +14.6% | +124.6% | +107.7% |
| 1Y | +88.0% | +14.5% | +73.4% | +62.2% |
| All | +311.3% | +66.3% | +245.0% | +103.4% |
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