+158.8%
B vs AMP
+120.7%
+38.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +1.0% | 0.0% | +1.0% | +1.1% |
| 30D | +9.5% | -1.0% | +10.5% | +9.6% |
| 3M | +14.3% | +23.2% | -8.9% | +11.3% |
| 6M | -1.9% | +20.4% | -22.3% | -4.3% |
| YTD | +4.1% | +13.6% | -9.6% | +2.1% |
| 1Y | +56.1% | +13.4% | +42.8% | +53.0% |
| 3Y | +202.0% | +66.5% | +135.5% | +179.1% |
| 5Y | +158.8% | +120.2% | +38.6% | +135.0% |
| All | +158.8% | +120.7% | +38.1% | +135.0% |
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 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