+120.4%
AS vs AMP
+50.0%
+70.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.0% |
| 7D | -4.9% | +0.2% | -5.1% | -5.1% |
| 30D | -19.6% | -0.1% | -19.5% | -19.7% |
| 3M | -14.4% | +23.6% | -37.9% | -24.6% |
| 6M | -20.1% | +20.4% | -40.5% | -28.8% |
| YTD | -20.9% | +15.4% | -36.4% | -28.6% |
| 1Y | -21.9% | +11.0% | -32.8% | -27.6% |
| All | +120.4% | +50.0% | +70.3% | +40.8% |
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 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