+123.5%
B vs AMP
+2,123.7%
-2,000.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | +9.4% | -0.1% | +9.5% | +9.4% |
| 3M | +5.0% | +23.6% | -18.6% | +2.3% |
| 6M | -3.5% | +20.4% | -23.9% | -5.8% |
| YTD | +4.5% | +15.4% | -11.0% | +2.4% |
| 1Y | +67.8% | +11.0% | +56.8% | +65.1% |
| 3Y | +196.7% | +70.5% | +126.2% | +175.8% |
| 5Y | +151.9% | +121.4% | +30.5% | +124.7% |
| 10Y | +202.2% | +575.6% | -373.4% | +122.0% |
| All | +123.5% | +2,123.7% | -2,000.2% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling