+516.5%
IWD vs AMP
+1,970.1%
-1,453.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.6% | -1.1% | +0.5% | -0.2% |
| 30D | +3.6% | +4.4% | -0.8% | +1.8% |
| 3M | +2.7% | -7.3% | +10.0% | +5.5% |
| 6M | +13.2% | +12.9% | +0.3% | +7.3% |
| YTD | +26.8% | +7.5% | +19.3% | +21.7% |
| 1Y | +29.3% | +13.3% | +15.9% | +21.4% |
| 3Y | +85.1% | +60.8% | +24.3% | +49.0% |
| 5Y | +74.2% | +82.7% | -8.5% | +30.7% |
| 10Y | +204.6% | +468.7% | -264.1% | +36.2% |
| All | +516.5% | +1,970.1% | -1,453.6% | +47.5% |
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