+6,182.4%
FIX vs AMP
+584.2%
+5,598.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | +0.7% | -2.0% | +2.7% | +1.9% |
| 30D | -5.7% | -1.7% | -4.0% | -4.9% |
| 3M | -7.4% | +23.2% | -30.7% | -19.4% |
| 6M | +15.1% | +22.2% | -7.1% | +0.6% |
| YTD | +70.7% | +14.0% | +56.7% | +53.9% |
| 1Y | +111.9% | +14.0% | +97.9% | +91.0% |
| 3Y | +759.5% | +67.0% | +692.5% | +518.2% |
| 5Y | +2,164.4% | +123.2% | +2,041.2% | +1,243.1% |
| All | +6,182.4% | +584.2% | +5,598.2% | +1,907.8% |
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