+62.9%
KO vs AMP
+65.4%
-2.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -1.1% | -2.0% | +0.9% | -1.1% |
| 30D | +1.6% | -1.7% | +3.2% | +1.6% |
| 3M | +5.8% | +23.2% | -17.5% | +5.5% |
| 6M | +14.3% | +22.2% | -7.9% | +14.0% |
| YTD | +27.3% | +14.0% | +13.3% | +27.2% |
| 1Y | +33.2% | +14.0% | +19.2% | +32.9% |
| All | +62.9% | +65.4% | -2.5% | +52.6% |
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