+57.7%
AZN vs AMP
+122.1%
-64.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -1.6% | -0.5% | -1.0% | -1.5% |
| 30D | +1.1% | -1.3% | +2.4% | +1.2% |
| 3M | -12.1% | +24.2% | -36.3% | -14.9% |
| 6M | -17.1% | +24.6% | -41.7% | -19.9% |
| YTD | -12.0% | +14.8% | -26.8% | -14.1% |
| 1Y | -0.2% | +12.8% | -13.0% | -2.4% |
| 3Y | +26.8% | +69.0% | -42.2% | +11.6% |
| All | +57.7% | +122.1% | -64.4% | +33.9% |
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