+4.4%
HWM vs AMP
+18.6%
-14.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.5% | -8.7% | -4.9% |
| 7D | +9.4% | +7.7% | +1.7% | +8.2% |
| 30D | -7.0% | +6.6% | -13.5% | -7.9% |
| 3M | -25.9% | -4.7% | -21.1% | -25.4% |
| 6M | -10.8% | +12.9% | -23.7% | -11.9% |
| YTD | +4.3% | +8.6% | -4.3% | +1.3% |
| 1Y | +4.4% | +18.2% | -13.9% | -1.1% |
| All | +4.4% | +18.6% | -14.2% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling