+113.9%
KEY vs AMP
+54.6%
+59.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.6% |
| 7D | -1.3% | +2.2% | -3.5% | -3.0% |
| 30D | +5.1% | +2.2% | +2.9% | +3.2% |
| 3M | -7.1% | -10.4% | +3.3% | +0.6% |
| 6M | -4.4% | +5.8% | -10.2% | -9.4% |
| YTD | +4.0% | +3.3% | +0.7% | -0.7% |
| 1Y | +23.4% | +11.1% | +12.3% | +10.4% |
| 3Y | +113.9% | +56.0% | +57.9% | +17.2% |
| All | +113.9% | +54.6% | +59.3% | +17.2% |
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