+6,034.5%
FIX vs AMP
+570.9%
+5,463.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.5% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | -3.5% | -1.0% | -2.5% | -3.1% |
| 3M | -11.8% | +23.2% | -35.0% | -23.2% |
| 6M | +17.8% | +20.4% | -2.6% | +3.9% |
| YTD | +73.3% | +13.6% | +59.7% | +56.6% |
| 1Y | +128.1% | +13.4% | +114.8% | +106.3% |
| 3Y | +772.7% | +66.5% | +706.2% | +529.2% |
| 5Y | +2,166.4% | +120.2% | +2,046.2% | +1,256.6% |
| 10Y | +6,034.5% | +576.5% | +5,458.0% | +1,866.8% |
| All | +6,034.5% | +570.9% | +5,463.6% | +1,866.8% |
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