-12.1%
DOW vs AMP
+395.6%
-407.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.5% |
| 7D | -1.4% | -0.5% | -0.9% | -1.1% |
| 30D | -3.9% | -1.3% | -2.6% | -3.4% |
| 3M | -12.7% | +24.2% | -36.9% | -24.7% |
| 6M | -13.7% | +24.6% | -38.3% | -26.4% |
| YTD | +28.4% | +14.8% | +13.6% | +14.7% |
| 1Y | +21.8% | +12.8% | +9.0% | +10.1% |
| 3Y | -35.7% | +69.0% | -104.7% | -56.1% |
| 5Y | -36.8% | +124.9% | -161.7% | -65.9% |
| All | -12.1% | +395.6% | -407.7% | -73.1% |
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 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