-97.7%
IRE vs AMP
+18.6%
-116.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +4.5% | -27.7% | -23.4% |
| 7D | -46.8% | +7.7% | -54.5% | -47.3% |
| 30D | -75.5% | +6.6% | -82.1% | -75.7% |
| 3M | -79.4% | -4.7% | -74.7% | -78.8% |
| 6M | -91.3% | +12.9% | -104.2% | -91.9% |
| YTD | -90.8% | +8.6% | -99.4% | -91.5% |
| 1Y | -97.7% | +18.2% | -116.0% | -98.2% |
| All | -97.7% | +18.6% | -116.3% | -98.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling