+116.3%
M vs AMP
+70.1%
+46.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.2% |
| 7D | +2.4% | +2.6% | -0.2% | +0.7% |
| 30D | -11.6% | +0.8% | -12.5% | -12.2% |
| 3M | +1.6% | +24.3% | -22.6% | -12.0% |
| 6M | +25.2% | +20.6% | +4.7% | +10.2% |
| YTD | +3.8% | +14.6% | -10.9% | -6.4% |
| 1Y | +36.3% | +14.5% | +21.8% | +22.7% |
| 3Y | +116.3% | +67.9% | +48.4% | +24.4% |
| All | +116.3% | +70.1% | +46.2% | +24.4% |
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