+8.5%
IR vs AMP
+70.1%
-61.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | +0.6% | +2.6% | -2.0% | -1.0% |
| 30D | -13.6% | +0.8% | -14.5% | -14.1% |
| 3M | +3.7% | +24.3% | -20.6% | -10.1% |
| 6M | -13.1% | +20.6% | -33.6% | -23.4% |
| YTD | -5.1% | +14.6% | -19.8% | -14.0% |
| 1Y | -6.5% | +14.5% | -21.0% | -15.3% |
| 3Y | +8.5% | +67.9% | -59.4% | -29.4% |
| All | +8.5% | +70.1% | -61.6% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling