-7.1%
M vs AMP
+476.7%
-483.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.3% | -1.1% | -2.2% | -2.3% |
| 30D | +8.1% | +4.4% | +3.7% | +5.0% |
| 3M | +2.2% | -7.3% | +9.5% | +8.2% |
| 6M | +35.1% | +12.9% | +22.2% | +22.3% |
| YTD | +15.8% | +7.5% | +8.4% | +7.4% |
| 1Y | +25.8% | +13.3% | +12.5% | +11.9% |
| 3Y | +156.2% | +60.8% | +95.4% | +70.0% |
| 5Y | -2.4% | +82.7% | -85.0% | -40.9% |
| 10Y | -7.1% | +468.7% | -475.8% | -76.1% |
| All | -7.1% | +476.7% | -483.8% | -76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling