+1,547.2%
HWM vs AMP
+658.1%
+889.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -12.5% | -2.0% | -10.5% | -11.3% |
| 30D | -19.0% | -1.7% | -17.3% | -18.1% |
| 3M | -8.6% | +23.2% | -31.8% | -20.7% |
| 6M | -10.2% | +22.2% | -32.3% | -22.1% |
| YTD | +11.3% | +14.0% | -2.7% | -0.3% |
| 1Y | +24.3% | +14.0% | +10.3% | +10.8% |
| 3Y | +382.3% | +67.0% | +315.3% | +227.6% |
| 5Y | +640.6% | +123.2% | +517.4% | +300.1% |
| All | +1,547.2% | +658.1% | +889.0% | +358.5% |
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