+28.1%
IYR vs AMP
+65.4%
-37.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.8% | -2.0% | -0.8% | -2.3% |
| 30D | -2.5% | -1.7% | -0.9% | -2.2% |
| 3M | -3.0% | +23.2% | -26.2% | -8.0% |
| 6M | +1.6% | +22.2% | -20.5% | -3.6% |
| YTD | +7.3% | +14.0% | -6.7% | +3.2% |
| 1Y | +5.6% | +14.0% | -8.4% | +1.4% |
| All | +28.1% | +65.4% | -37.3% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling