-51.3%
C vs AMP
+2,123.7%
-2,175.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.4% |
| 7D | +3.6% | +0.2% | +3.4% | +3.4% |
| 30D | +0.1% | -0.1% | +0.1% | +0.1% |
| 3M | +2.4% | +23.6% | -21.1% | -14.4% |
| 6M | +24.9% | +20.4% | +4.6% | +6.3% |
| YTD | +19.8% | +15.4% | +4.4% | +5.0% |
| 1Y | +44.9% | +11.0% | +33.9% | +30.6% |
| 3Y | +263.0% | +70.5% | +192.5% | +126.7% |
| 5Y | +129.5% | +121.4% | +8.1% | +10.3% |
| 10Y | +291.6% | +575.6% | -284.0% | -34.1% |
| All | -51.3% | +2,123.7% | -2,175.1% | -97.2% |
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