+336.0%
IR vs AMP
+390.2%
-54.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -1.0% |
| 7D | +2.5% | +3.9% | -1.4% | +0.2% |
| 30D | +9.2% | +5.1% | +4.0% | +5.8% |
| 3M | +0.9% | -8.7% | +9.6% | +6.0% |
| 6M | +19.2% | +11.4% | +7.8% | +10.9% |
| YTD | +7.5% | +7.3% | +0.1% | +1.7% |
| 1Y | +11.7% | +14.6% | -2.8% | +1.7% |
| 3Y | +23.9% | +61.2% | -37.3% | -8.5% |
| 5Y | +46.4% | +81.0% | -34.7% | -0.1% |
| All | +336.0% | +390.2% | -54.2% | +66.5% |
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