+3,574.0%
FIX vs AMP
+476.6%
+3,097.4%
-53.3%
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 | -13.9% | +3.3% | -17.3% | -15.9% |
| 30D | -35.5% | +4.2% | -39.8% | -37.5% |
| 3M | -33.9% | -6.4% | -27.5% | -31.9% |
| 6M | -43.3% | +12.4% | -55.7% | -48.4% |
| YTD | +18.7% | +7.4% | +11.2% | +9.8% |
| 1Y | +13.8% | +14.7% | -0.9% | +1.0% |
| 3Y | +495.0% | +60.8% | +434.1% | +332.2% |
| 5Y | +1,049.0% | +83.4% | +965.6% | +653.0% |
| All | +3,574.0% | +476.6% | +3,097.4% | +1,089.8% |
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 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