+764.4%
FIX vs AMP
+72.3%
+692.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.4% |
| 7D | +6.0% | +0.2% | +5.8% | +5.8% |
| 30D | -7.2% | -0.1% | -7.2% | -7.4% |
| 3M | -15.9% | +23.6% | -39.4% | -28.1% |
| 6M | +12.7% | +20.4% | -7.6% | -2.1% |
| YTD | +72.8% | +15.4% | +57.4% | +51.7% |
| 1Y | +122.9% | +11.0% | +111.9% | +102.0% |
| All | +764.4% | +72.3% | +692.0% | +475.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling