+3.2%
ITW vs AMP
+14.8%
-11.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | -8.3% | -1.3% | -7.0% | -8.0% |
| 3M | +6.0% | +24.2% | -18.2% | +0.3% |
| 6M | 0.0% | +24.6% | -24.6% | -5.8% |
| YTD | +10.2% | +14.8% | -4.6% | +5.1% |
| 1Y | +3.2% | +12.8% | -9.6% | -2.3% |
| All | +3.2% | +14.8% | -11.5% | -2.3% |
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