-19.4%
AS vs AMP
+15.6%
-35.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.8% |
| 7D | -4.9% | +0.2% | -5.1% | -5.0% |
| 30D | -19.6% | -0.1% | -19.5% | -19.6% |
| 3M | -14.4% | +23.6% | -37.9% | -19.6% |
| 6M | -20.1% | +20.4% | -40.5% | -24.9% |
| YTD | -20.9% | +15.4% | -36.4% | -25.4% |
| All | -19.4% | +15.6% | -35.0% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling