+645.2%
HWM vs AMP
+120.7%
+524.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +1.0% |
| 7D | -8.0% | 0.0% | -8.0% | -8.0% |
| 30D | -18.0% | -1.0% | -17.0% | -17.5% |
| 3M | -9.5% | +23.2% | -32.7% | -20.4% |
| 6M | -8.4% | +20.4% | -28.8% | -18.8% |
| YTD | +13.6% | +13.6% | 0.0% | +3.1% |
| 1Y | +30.2% | +13.4% | +16.9% | +17.9% |
| 3Y | +392.2% | +66.5% | +325.7% | +243.7% |
| 5Y | +645.2% | +120.2% | +525.0% | +320.4% |
| All | +645.2% | +120.7% | +524.5% | +320.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling