+218.3%
C vs AMP
+476.7%
-258.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.4% | -1.1% | +0.6% | +0.4% |
| 30D | -5.3% | +4.4% | -9.7% | -8.4% |
| 3M | -8.0% | -7.3% | -0.7% | -3.1% |
| 6M | -0.3% | +12.9% | -13.1% | -9.7% |
| YTD | +8.6% | +7.5% | +1.2% | +1.4% |
| 1Y | +25.8% | +13.3% | +12.5% | +12.8% |
| 3Y | +221.2% | +60.8% | +160.3% | +119.5% |
| 5Y | +113.6% | +82.7% | +30.9% | +28.2% |
| 10Y | +218.3% | +468.7% | -250.4% | -21.6% |
| All | +218.3% | +476.7% | -258.4% | -21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling