+34.8%
M vs AMP
+2,123.7%
-2,088.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.1% |
| 7D | +4.7% | +0.2% | +4.5% | +4.5% |
| 30D | -9.6% | -0.1% | -9.6% | -9.7% |
| 3M | +0.9% | +23.6% | -22.7% | -11.5% |
| 6M | +22.3% | +20.4% | +1.9% | +8.7% |
| YTD | +6.5% | +15.4% | -8.9% | -3.6% |
| 1Y | +38.8% | +11.0% | +27.8% | +28.3% |
| 3Y | +115.9% | +70.5% | +45.4% | +53.9% |
| 5Y | +28.6% | +121.4% | -92.8% | -19.8% |
| 10Y | -2.5% | +575.6% | -578.1% | -67.8% |
| All | +34.8% | +2,123.7% | -2,088.9% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling