+301.7%
HIG vs AMP
+589.3%
-287.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.7% |
| 7D | -1.5% | -0.5% | -0.9% | -1.2% |
| 30D | -0.4% | -1.3% | +1.0% | +0.3% |
| 3M | +6.7% | +24.2% | -17.5% | -5.0% |
| 6M | +2.0% | +24.6% | -22.6% | -9.6% |
| YTD | +0.3% | +14.8% | -14.5% | -8.0% |
| 1Y | +4.2% | +12.8% | -8.6% | -3.9% |
| 3Y | +102.2% | +69.0% | +33.3% | +46.5% |
| 5Y | +118.5% | +124.9% | -6.4% | +32.0% |
| All | +301.7% | +589.3% | -287.5% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling