-35.3%
KEEL vs AMP
+122.1%
-157.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.0% | +2.9% |
| 7D | +2.9% | -0.5% | +3.4% | +3.4% |
| 30D | +0.8% | -1.3% | +2.2% | +1.8% |
| 3M | -35.3% | +24.2% | -59.5% | -51.2% |
| 6M | +59.4% | +24.6% | +34.8% | +18.1% |
| YTD | +51.9% | +14.8% | +37.1% | +22.8% |
| 1Y | +75.0% | +12.8% | +62.2% | +43.8% |
| 3Y | +224.5% | +69.0% | +155.6% | +57.7% |
| All | -35.3% | +122.1% | -157.5% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling