+18.7%
IRM vs AMP
+18.6%
+0.1%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +1.2% |
| 7D | +2.6% | +7.7% | -5.1% | +1.8% |
| 30D | +5.6% | +6.6% | -0.9% | +4.9% |
| 3M | -4.7% | -4.7% | 0.0% | -4.3% |
| 6M | -6.1% | +12.9% | -19.0% | -7.2% |
| YTD | +46.3% | +8.6% | +37.7% | +40.7% |
| 1Y | +18.7% | +18.2% | +0.5% | +5.9% |
| All | +18.7% | +18.6% | +0.1% | +5.9% |
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