-36.7%
AUR vs AMP
+124.4%
-161.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.9% |
| 7D | +0.2% | -2.0% | +2.2% | +2.2% |
| 30D | -8.9% | -1.7% | -7.2% | -7.3% |
| 3M | +4.6% | +23.2% | -18.6% | -16.2% |
| 6M | +44.9% | +22.2% | +22.7% | +16.8% |
| YTD | +64.8% | +14.0% | +50.9% | +41.2% |
| 1Y | +16.4% | +14.0% | +2.4% | -0.6% |
| 3Y | +85.1% | +67.0% | +18.1% | +10.5% |
| 5Y | -36.1% | +123.2% | -159.3% | -67.4% |
| All | -36.7% | +124.4% | -161.1% | -67.5% |
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 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