-83.2%
IRE vs AMP
+18.6%
-101.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.9% | -5.9% | -6.3% |
| 7D | +29.0% | 0.0% | +29.0% | +29.0% |
| 30D | +24.2% | -1.0% | +25.2% | +24.6% |
| 3M | -53.2% | +23.2% | -76.4% | -61.3% |
| 6M | -36.0% | +20.4% | -56.4% | -45.6% |
| YTD | -51.0% | +13.6% | -64.7% | -56.9% |
| All | -83.2% | +18.6% | -101.8% | -84.7% |
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