+273.7%
IR vs AMP
+424.4%
-150.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.7% |
| 7D | -4.5% | -0.5% | -4.0% | -4.2% |
| 30D | -13.9% | -1.3% | -12.6% | -13.3% |
| 3M | -0.3% | +24.2% | -24.5% | -12.6% |
| 6M | -14.3% | +24.6% | -38.9% | -25.2% |
| YTD | -7.9% | +14.8% | -22.7% | -15.8% |
| 1Y | -9.9% | +12.8% | -22.7% | -16.9% |
| 3Y | +6.5% | +69.0% | -62.4% | -23.1% |
| 5Y | +34.0% | +124.9% | -90.8% | -18.7% |
| All | +273.7% | +424.4% | -150.7% | +37.8% |
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