+213.7%
ICE vs AMP
+589.3%
-375.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | +4.0% | -1.3% | +5.3% | +4.5% |
| 3M | +13.7% | +24.2% | -10.5% | +5.4% |
| 6M | +0.9% | +24.6% | -23.6% | -6.7% |
| YTD | -2.1% | +14.8% | -17.0% | -7.0% |
| 1Y | -9.5% | +12.8% | -22.3% | -13.6% |
| 3Y | +42.1% | +69.0% | -26.9% | +15.7% |
| 5Y | +41.4% | +124.9% | -83.5% | +2.3% |
| All | +213.7% | +589.3% | -375.6% | +42.3% |
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