+69.0%
F vs AMP
+476.7%
-407.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -2.1% | -1.1% | -1.1% | -1.6% |
| 30D | +3.3% | +4.4% | -1.0% | +0.6% |
| 3M | -11.3% | -7.3% | -4.0% | -7.5% |
| 6M | +5.3% | +12.9% | -7.6% | -2.9% |
| YTD | -2.2% | +7.5% | -9.7% | -8.0% |
| 1Y | -3.5% | +13.3% | -16.9% | -12.2% |
| 3Y | +49.5% | +60.8% | -11.3% | +6.5% |
| 5Y | -13.5% | +82.7% | -96.2% | -43.2% |
| 10Y | +69.0% | +468.7% | -399.7% | -43.6% |
| All | +69.0% | +476.7% | -407.7% | -43.6% |
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