+233.9%
AU vs AMP
+2,112.0%
-1,878.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -4.3% | -0.5% | -3.7% | -4.2% |
| 30D | +7.3% | -1.3% | +8.6% | +7.5% |
| 3M | +26.3% | +24.2% | +2.1% | +21.2% |
| 6M | +1.8% | +24.6% | -22.8% | -2.5% |
| YTD | +26.8% | +14.8% | +12.0% | +23.0% |
| 1Y | +66.7% | +12.8% | +53.9% | +62.0% |
| 3Y | +579.1% | +69.0% | +510.1% | +503.0% |
| 5Y | +689.3% | +124.9% | +564.5% | +551.9% |
| 10Y | +686.6% | +583.5% | +103.1% | +359.5% |
| All | +233.9% | +2,112.0% | -1,878.2% | +7.2% |
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 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