-35.5%
DOW vs AMP
+118.7%
-154.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.4% | -2.0% | -0.3% | -1.3% |
| 30D | -4.1% | -1.7% | -2.4% | -3.4% |
| 3M | -12.4% | +23.2% | -35.7% | -22.4% |
| 6M | -10.6% | +22.2% | -32.8% | -21.0% |
| YTD | +31.1% | +14.0% | +17.1% | +19.8% |
| 1Y | +30.5% | +14.0% | +16.5% | +19.4% |
| 3Y | -34.4% | +67.0% | -101.4% | -51.9% |
| 5Y | -35.5% | +123.2% | -158.7% | -61.8% |
| All | -35.5% | +118.7% | -154.2% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling