+87.8%
B vs AMP
+1,967.6%
-1,879.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.8% |
| 7D | -7.3% | +3.9% | -11.3% | -7.7% |
| 30D | -3.3% | +5.1% | -8.5% | -3.9% |
| 3M | -7.8% | -8.7% | +0.9% | -6.8% |
| 6M | -15.5% | +11.4% | -27.0% | -16.7% |
| YTD | -12.3% | +7.3% | -19.6% | -13.2% |
| 1Y | +5.4% | +14.6% | -9.2% | +3.4% |
| 3Y | +165.5% | +61.2% | +104.3% | +148.5% |
| 5Y | +107.0% | +81.0% | +26.0% | +89.3% |
| 10Y | +210.6% | +468.0% | -257.4% | +134.2% |
| All | +87.8% | +1,967.6% | -1,879.8% | -3.5% |
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