+588.3%
HWM vs AMP
+84.2%
+504.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | -1.8% | +3.3% | -5.1% | -3.8% |
| 30D | -2.7% | +4.2% | -6.9% | -5.2% |
| 3M | -22.7% | -6.4% | -16.3% | -19.9% |
| 6M | -18.9% | +12.4% | -31.4% | -25.1% |
| YTD | +7.1% | +7.4% | -0.4% | 0.0% |
| 1Y | +4.7% | +14.7% | -10.0% | -6.7% |
| 3Y | +345.6% | +60.8% | +284.8% | +215.0% |
| 5Y | +588.3% | +83.4% | +504.9% | +334.5% |
| All | +588.3% | +84.2% | +504.0% | +334.5% |
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 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