+20.4%
M vs AMP
+118.7%
-98.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.0% | -4.9% |
| 7D | -8.8% | -2.0% | -6.7% | -7.2% |
| 30D | -16.4% | -1.7% | -14.7% | -15.3% |
| 3M | -10.8% | +23.2% | -34.0% | -25.3% |
| 6M | +16.1% | +22.2% | -6.0% | -2.7% |
| YTD | -5.3% | +14.0% | -19.3% | -16.8% |
| 1Y | +24.9% | +14.0% | +10.9% | +9.2% |
| 3Y | +97.5% | +67.0% | +30.6% | +15.1% |
| 5Y | +20.4% | +123.2% | -102.8% | -45.3% |
| All | +20.4% | +118.7% | -98.3% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling