-97.1%
IRE vs AMP
+7.7%
-104.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.5% | +41.1% | +39.9% |
| 7D | -27.2% | +2.2% | -29.3% | -27.2% |
| 30D | -75.1% | +2.2% | -77.4% | -75.3% |
| 3M | -77.9% | -10.4% | -67.4% | -76.5% |
| 6M | -94.6% | +5.8% | -100.4% | -94.9% |
| YTD | -91.5% | +3.3% | -94.8% | -92.1% |
| 1Y | -97.8% | +11.1% | -108.9% | -98.2% |
| All | -97.1% | +7.7% | -104.8% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling