+196.5%
IRM vs AMP
+122.1%
+74.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | -1.4% | -0.5% | -0.9% | -1.2% |
| 30D | -7.4% | -1.3% | -6.1% | -7.0% |
| 3M | -7.4% | +24.2% | -31.5% | -14.7% |
| 6M | +8.7% | +24.6% | -15.9% | -0.3% |
| YTD | +40.9% | +14.8% | +26.1% | +32.5% |
| 1Y | +20.5% | +12.8% | +7.7% | +13.9% |
| 3Y | +101.7% | +69.0% | +32.7% | +56.3% |
| All | +196.5% | +122.1% | +74.4% | +100.1% |
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