+40.2%
IR vs AMP
+122.6%
-82.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | +0.6% | +2.6% | -2.0% | -1.1% |
| 30D | -13.6% | +0.8% | -14.5% | -14.2% |
| 3M | +3.7% | +24.3% | -20.6% | -10.9% |
| 6M | -13.1% | +20.6% | -33.6% | -23.9% |
| YTD | -5.1% | +14.6% | -19.8% | -14.5% |
| 1Y | -6.5% | +14.5% | -21.0% | -15.8% |
| 3Y | +8.5% | +67.9% | -59.4% | -27.1% |
| All | +40.2% | +122.6% | -82.4% | -24.3% |
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 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