-46.5%
COMP vs AMP
+141.1%
-187.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.7% | +2.0% | +2.3% |
| 7D | +14.5% | +3.1% | +11.4% | +11.6% |
| 30D | +14.9% | +3.9% | +11.0% | +11.5% |
| 3M | -14.2% | -5.8% | -8.4% | -9.1% |
| 6M | +23.7% | +12.1% | +11.7% | +11.8% |
| YTD | +2.1% | +7.1% | -5.0% | -3.9% |
| 1Y | +26.2% | +14.2% | +12.0% | +11.5% |
| 3Y | +470.9% | +62.5% | +408.4% | +215.4% |
| 5Y | -14.0% | +82.6% | -96.6% | -58.1% |
| All | -46.5% | +141.1% | -187.5% | -76.0% |
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