+1,016.4%
HDB vs AMP
+2,123.7%
-1,107.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | -2.8% | -0.1% | -2.7% | -2.8% |
| 3M | -3.5% | +23.6% | -27.1% | -13.3% |
| 6M | -24.7% | +20.4% | -45.1% | -31.5% |
| YTD | -36.6% | +15.4% | -52.0% | -41.5% |
| 1Y | -34.4% | +11.0% | -45.3% | -38.7% |
| 3Y | -24.4% | +70.5% | -94.9% | -44.9% |
| 5Y | -35.4% | +121.4% | -156.7% | -60.0% |
| 10Y | +39.5% | +575.6% | -536.0% | -59.1% |
| All | +1,016.4% | +2,123.7% | -1,107.3% | +69.1% |
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