+292.3%
D vs AMP
+1,943.9%
-1,651.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -3.1% | +1.2% | -4.2% | -3.3% |
| 30D | +8.4% | +4.4% | +3.9% | +7.4% |
| 3M | +0.2% | -8.8% | +9.0% | +2.1% |
| 6M | +9.5% | +9.9% | -0.5% | +7.0% |
| YTD | +18.8% | +6.1% | +12.7% | +16.5% |
| 1Y | +14.7% | +10.6% | +4.1% | +11.4% |
| 3Y | +72.9% | +58.8% | +14.1% | +53.5% |
| 5Y | +13.1% | +79.0% | -65.8% | -3.8% |
| 10Y | +47.2% | +461.5% | -414.3% | -7.3% |
| All | +292.3% | +1,943.9% | -1,651.6% | +68.0% |
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