+24,794.0%
FIX vs AMP
+2,123.7%
+22,670.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | +6.0% | +0.2% | +5.8% | +5.9% |
| 30D | -7.2% | -0.1% | -7.2% | -7.4% |
| 3M | -15.9% | +23.6% | -39.4% | -24.6% |
| 6M | +12.7% | +20.4% | -7.6% | +2.2% |
| YTD | +72.8% | +15.4% | +57.4% | +58.5% |
| 1Y | +122.9% | +11.0% | +111.9% | +108.4% |
| 3Y | +774.3% | +70.5% | +703.9% | +571.9% |
| 5Y | +2,049.5% | +121.4% | +1,928.1% | +1,347.6% |
| 10Y | +5,821.5% | +575.6% | +5,245.9% | +2,219.6% |
| All | +24,794.0% | +2,123.7% | +22,670.3% | +4,939.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling