+192.7%
EXC vs AMP
+452.8%
-260.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -1.9% | +1.2% | -3.1% | -2.3% |
| 30D | +7.8% | +4.4% | +3.3% | +6.3% |
| 3M | +1.9% | -8.8% | +10.7% | +4.5% |
| 6M | +3.4% | +9.9% | -6.6% | -0.1% |
| YTD | +7.6% | +6.1% | +1.5% | +4.3% |
| 1Y | +2.1% | +10.6% | -8.5% | -2.5% |
| 3Y | +29.6% | +58.8% | -29.2% | +5.8% |
| 5Y | +39.5% | +79.0% | -39.5% | +5.7% |
| All | +192.7% | +452.8% | -260.1% | +43.2% |
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