+125.3%
AS vs AMP
+37.9%
+87.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.2% |
| 7D | -3.6% | +1.2% | -4.8% | -4.2% |
| 30D | +3.4% | +4.4% | -1.1% | +0.9% |
| 3M | -8.6% | -8.8% | +0.2% | -4.1% |
| 6M | -10.0% | +9.9% | -20.0% | -15.7% |
| YTD | -19.2% | +6.1% | -25.3% | -23.7% |
| 1Y | -3.8% | +10.6% | -14.4% | -11.9% |
| All | +125.3% | +37.9% | +87.4% | +50.5% |
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