+423.6%
COMP vs AMP
+61.6%
+362.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.9% |
| 7D | 0.0% | +3.9% | -3.9% | -2.5% |
| 30D | +16.6% | +5.1% | +11.4% | +13.3% |
| 3M | -23.5% | -8.7% | -14.8% | -18.9% |
| 6M | +25.7% | +11.4% | +14.3% | +18.5% |
| YTD | -3.4% | +7.3% | -10.7% | -7.2% |
| 1Y | +7.6% | +14.6% | -7.0% | -0.3% |
| 3Y | +423.6% | +61.2% | +362.4% | +206.2% |
| All | +423.6% | +61.6% | +362.0% | +206.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling