-56.5%
C vs AMP
+1,969.7%
-2,026.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -0.4% | +3.3% | -3.7% | -3.1% |
| 30D | -5.2% | +4.2% | -9.4% | -8.5% |
| 3M | -9.1% | -6.4% | -2.7% | -4.5% |
| 6M | -1.6% | +12.4% | -14.0% | -11.6% |
| YTD | +6.9% | +7.4% | -0.5% | -1.1% |
| 1Y | +23.0% | +14.7% | +8.3% | +7.7% |
| 3Y | +216.1% | +60.8% | +155.3% | +106.4% |
| 5Y | +112.2% | +83.4% | +28.8% | +18.9% |
| 10Y | +208.8% | +473.5% | -264.8% | -39.6% |
| All | -56.5% | +1,969.7% | -2,026.2% | -97.3% |
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