+15,629.4%
FIX vs AMP
+1,889.4%
+13,740.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +7.0% | +6.2% |
| 7D | -17.5% | +2.2% | -19.6% | -18.6% |
| 30D | -41.6% | +2.2% | -43.8% | -42.5% |
| 3M | -40.6% | -10.4% | -30.2% | -37.9% |
| 6M | -49.4% | +5.8% | -55.2% | -51.5% |
| YTD | +9.2% | +3.3% | +5.9% | +4.9% |
| 1Y | +6.5% | +11.1% | -4.6% | -1.2% |
| 3Y | +448.7% | +56.0% | +392.7% | +337.4% |
| 5Y | +948.7% | +76.1% | +872.7% | +680.8% |
| 10Y | +3,659.7% | +590.2% | +3,069.5% | +1,364.1% |
| All | +15,629.4% | +1,889.4% | +13,740.0% | +3,233.9% |
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