+32.2%
AWK vs AMP
+61.6%
-29.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.4% |
| 7D | +0.1% | +3.9% | -3.8% | +0.2% |
| 30D | +14.3% | +5.1% | +9.1% | +14.3% |
| 3M | +10.3% | -8.7% | +19.0% | +9.9% |
| 6M | +18.9% | +11.4% | +7.5% | +19.5% |
| YTD | +17.7% | +7.3% | +10.4% | +18.1% |
| 1Y | +16.9% | +14.6% | +2.3% | +17.3% |
| 3Y | +32.2% | +61.2% | -29.1% | +10.0% |
| All | +32.2% | +61.6% | -29.4% | +10.0% |
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