+66.9%
DD vs AMP
+589.3%
-522.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -3.5% | -0.5% | -3.0% | -3.2% |
| 30D | -11.7% | -1.3% | -10.3% | -11.1% |
| 3M | -9.2% | +24.2% | -33.4% | -19.8% |
| 6M | -7.2% | +24.6% | -31.7% | -18.2% |
| YTD | +6.6% | +14.8% | -8.2% | -2.6% |
| 1Y | +32.0% | +12.8% | +19.2% | +21.7% |
| 3Y | +42.1% | +69.0% | -26.8% | +2.6% |
| 5Y | +58.1% | +124.9% | -66.8% | -4.1% |
| All | +66.9% | +589.3% | -522.4% | -38.2% |
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