+606.1%
COST vs AMP
+589.3%
+16.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.1% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | -4.7% | -1.3% | -3.4% | -4.4% |
| 3M | -7.1% | +24.2% | -31.3% | -11.9% |
| 6M | -8.5% | +24.6% | -33.1% | -13.5% |
| YTD | +5.4% | +14.8% | -9.4% | +1.3% |
| 1Y | -5.6% | +12.8% | -18.4% | -9.1% |
| 3Y | +68.5% | +69.0% | -0.5% | +44.9% |
| 5Y | +105.2% | +124.9% | -19.6% | +62.9% |
| All | +606.1% | +589.3% | +16.8% | +337.1% |
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