+563.1%
HPE vs AMP
+589.3%
-26.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.7% | +11.7% | +12.0% |
| 7D | +19.4% | -0.5% | +19.9% | +19.8% |
| 30D | +5.6% | -1.3% | +6.9% | +6.5% |
| 3M | +33.1% | +24.2% | +8.9% | +16.2% |
| 6M | +192.5% | +24.6% | +167.9% | +154.3% |
| YTD | +160.9% | +14.8% | +146.1% | +137.8% |
| 1Y | +155.0% | +12.8% | +142.2% | +134.9% |
| 3Y | +289.4% | +69.0% | +220.4% | +184.1% |
| 5Y | +395.7% | +124.9% | +270.8% | +201.9% |
| All | +563.1% | +589.3% | -26.2% | +151.0% |
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