+131.9%
AS vs AMP
+39.7%
+92.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.5% |
| 7D | -3.0% | -1.1% | -2.0% | -2.5% |
| 30D | +9.6% | +4.4% | +5.2% | +6.9% |
| 3M | -8.2% | -7.3% | -0.9% | -4.6% |
| 6M | -9.9% | +12.9% | -22.8% | -16.9% |
| YTD | -16.8% | +7.5% | -24.2% | -22.0% |
| 1Y | +3.0% | +13.3% | -10.3% | -7.1% |
| All | +131.9% | +39.7% | +92.3% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling