+499.9%
IWD vs AMP
+2,123.7%
-1,623.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | +0.6% | -0.1% | +0.7% | +0.6% |
| 3M | +7.2% | +23.6% | -16.3% | -1.7% |
| 6M | +16.2% | +20.4% | -4.2% | +7.4% |
| YTD | +23.3% | +15.4% | +7.9% | +15.4% |
| 1Y | +29.6% | +11.0% | +18.6% | +22.8% |
| 3Y | +70.5% | +70.5% | 0.0% | +34.3% |
| 5Y | +73.5% | +121.4% | -47.9% | +20.7% |
| 10Y | +198.3% | +575.6% | -377.3% | +24.3% |
| All | +499.9% | +2,123.7% | -1,623.9% | +39.8% |
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