-16.3%
AWK vs AMP
+122.1%
-138.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.6% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | +2.1% | -1.3% | +3.4% | +2.2% |
| 3M | +11.4% | +24.2% | -12.8% | +8.3% |
| 6M | +3.9% | +24.6% | -20.6% | +0.8% |
| YTD | +7.7% | +14.8% | -7.1% | +5.4% |
| 1Y | +1.3% | +12.8% | -11.5% | -0.7% |
| 3Y | +7.2% | +69.0% | -61.8% | -6.9% |
| All | -16.3% | +122.1% | -138.4% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling