-8.6%
KMB vs AMP
+70.1%
-78.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.9% |
| 7D | -2.7% | +2.6% | -5.3% | -2.8% |
| 30D | -5.0% | +0.8% | -5.9% | -5.0% |
| 3M | +6.6% | +24.3% | -17.7% | +6.0% |
| 6M | +1.0% | +20.6% | -19.6% | +0.4% |
| YTD | +6.0% | +14.6% | -8.7% | +5.3% |
| 1Y | -16.6% | +14.5% | -31.2% | -17.2% |
| 3Y | -8.6% | +67.9% | -76.6% | -15.2% |
| All | -8.6% | +70.1% | -78.8% | -15.2% |
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