+1,474.6%
HWM vs AMP
+459.2%
+1,015.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.8% |
| 7D | +7.3% | +3.9% | +3.4% | +4.6% |
| 30D | +1.6% | +5.1% | -3.5% | -2.0% |
| 3M | -21.9% | -8.7% | -13.2% | -17.4% |
| 6M | -19.0% | +11.4% | -30.5% | -25.5% |
| YTD | +7.9% | +7.3% | +0.6% | 0.0% |
| 1Y | +9.9% | +14.6% | -4.6% | -2.9% |
| 3Y | +342.1% | +61.2% | +280.9% | +203.7% |
| 5Y | +600.8% | +81.0% | +519.7% | +331.7% |
| All | +1,474.6% | +459.2% | +1,015.4% | +341.6% |
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