+69.4%
F vs AMP
+476.6%
-407.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | +1.0% | +3.3% | -2.4% | -1.1% |
| 30D | +2.1% | +4.2% | -2.1% | -0.5% |
| 3M | -10.3% | -6.4% | -3.8% | -6.9% |
| 6M | +3.3% | +12.4% | -9.2% | -4.6% |
| YTD | -2.0% | +7.4% | -9.4% | -7.8% |
| 1Y | -2.3% | +14.7% | -17.0% | -11.7% |
| 3Y | +49.9% | +60.8% | -10.9% | +6.8% |
| 5Y | -12.5% | +83.4% | -95.9% | -42.7% |
| All | +69.4% | +476.6% | -407.2% | -43.5% |
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