+3,014.4%
COST vs AMP
+2,089.3%
+925.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.6% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -5.3% | -1.0% | -4.3% | -5.0% |
| 3M | -6.7% | +23.2% | -29.9% | -11.4% |
| 6M | -9.9% | +20.4% | -30.3% | -14.2% |
| YTD | +5.1% | +13.6% | -8.5% | +1.2% |
| 1Y | -7.3% | +13.4% | -20.6% | -10.8% |
| 3Y | +70.4% | +66.5% | +3.9% | +47.4% |
| 5Y | +104.4% | +120.2% | -15.8% | +63.3% |
| 10Y | +609.0% | +576.5% | +32.5% | +301.8% |
| All | +3,014.4% | +2,089.3% | +925.1% | +1,075.3% |
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