+100.0%
IT vs AMP
+589.3%
-489.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.5% | +4.9% |
| 7D | -3.7% | -0.5% | -3.1% | -3.4% |
| 30D | +0.1% | -1.3% | +1.4% | +0.8% |
| 3M | +20.7% | +24.2% | -3.5% | +9.1% |
| 6M | +12.0% | +24.6% | -12.6% | +0.7% |
| YTD | -28.8% | +14.8% | -43.6% | -33.7% |
| 1Y | -25.5% | +12.8% | -38.3% | -30.2% |
| 3Y | -48.8% | +69.0% | -117.7% | -60.8% |
| 5Y | -42.7% | +124.9% | -167.6% | -62.1% |
| All | +100.0% | +589.3% | -489.3% | -17.6% |
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