-3.3%
F vs AMP
+14.6%
-17.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +1.0% | +3.3% | -2.4% | -0.2% |
| 30D | +2.1% | +4.2% | -2.1% | +0.6% |
| 3M | -10.3% | -6.4% | -3.8% | -8.7% |
| 6M | +3.3% | +12.4% | -9.2% | -0.1% |
| YTD | -2.0% | +7.4% | -9.4% | -6.5% |
| All | -3.3% | +14.6% | -17.9% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling