+121.7%
B vs AMP
+84.2%
+37.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.3% | -6.4% | -6.2% |
| 7D | +7.1% | +3.3% | +3.8% | +6.6% |
| 30D | -3.3% | +4.2% | -7.6% | -3.9% |
| 3M | -2.5% | -6.4% | +3.9% | -1.7% |
| 6M | -7.2% | +12.4% | -19.6% | -8.8% |
| YTD | -7.4% | +7.4% | -14.8% | -8.7% |
| 1Y | +16.4% | +14.7% | +1.7% | +13.8% |
| 3Y | +178.7% | +60.8% | +117.9% | +156.2% |
| 5Y | +121.7% | +83.4% | +38.3% | +93.7% |
| All | +121.7% | +84.2% | +37.5% | +93.7% |
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