+75.2%
D vs AMP
+61.1%
+14.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -1.0% |
| 7D | +0.8% | +3.1% | -2.4% | +0.4% |
| 30D | +10.7% | +3.9% | +6.8% | +10.2% |
| 3M | +2.3% | -5.8% | +8.1% | +2.8% |
| 6M | +12.5% | +12.1% | +0.4% | +10.9% |
| YTD | +20.1% | +7.1% | +13.0% | +18.6% |
| 1Y | +15.6% | +14.2% | +1.3% | +12.9% |
| 3Y | +75.2% | +62.5% | +12.7% | +51.7% |
| All | +75.2% | +61.1% | +14.1% | +51.7% |
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