+187.6%
HIG vs AMP
+2,112.0%
-1,924.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -1.0% |
| 7D | -1.5% | -0.5% | -0.9% | -1.0% |
| 30D | -0.4% | -1.3% | +1.0% | +0.7% |
| 3M | +6.7% | +24.2% | -17.5% | -12.6% |
| 6M | +2.0% | +24.6% | -22.6% | -17.2% |
| YTD | +0.3% | +14.8% | -14.5% | -14.0% |
| 1Y | +4.2% | +12.8% | -8.6% | -10.1% |
| 3Y | +102.2% | +69.0% | +33.3% | +14.5% |
| 5Y | +118.5% | +124.9% | -6.4% | -11.6% |
| 10Y | +311.1% | +583.5% | -272.4% | -58.8% |
| All | +187.6% | +2,112.0% | -1,924.5% | -92.6% |
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 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