+282.6%
D vs AMP
+2,123.7%
-1,841.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +1.5% | +0.2% | +1.2% | +1.4% |
| 30D | -2.6% | -0.1% | -2.5% | -2.6% |
| 3M | 0.0% | +23.6% | -23.6% | -4.5% |
| 6M | +7.4% | +20.4% | -13.0% | +2.9% |
| YTD | +15.9% | +15.4% | +0.4% | +11.7% |
| 1Y | +18.1% | +11.0% | +7.2% | +14.6% |
| 3Y | +58.4% | +70.5% | -12.1% | +38.6% |
| 5Y | +5.2% | +121.4% | -116.2% | -14.5% |
| 10Y | +35.9% | +575.6% | -539.7% | -17.8% |
| All | +282.6% | +2,123.7% | -1,841.2% | +61.1% |
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 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