+31.7%
HD vs AMP
+61.8%
-30.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.2% | -1.1% | -0.1% | -0.9% |
| 30D | +20.9% | +4.4% | +16.5% | +19.5% |
| 3M | -0.2% | -7.3% | +7.1% | +1.7% |
| 6M | +14.5% | +12.9% | +1.6% | +10.7% |
| YTD | +4.3% | +7.5% | -3.1% | +1.4% |
| 1Y | -3.5% | +13.3% | -16.8% | -7.7% |
| All | +31.7% | +61.8% | -30.0% | +0.9% |
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 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