+47.2%
M vs AMP
+1,963.1%
-1,915.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.7% | +4.4% | +5.9% |
| 7D | +2.5% | +3.1% | -0.6% | +1.0% |
| 30D | +10.1% | +3.9% | +6.2% | +7.9% |
| 3M | -0.9% | -5.8% | +4.9% | +2.6% |
| 6M | +30.2% | +12.1% | +18.1% | +21.1% |
| YTD | +16.3% | +7.1% | +9.2% | +10.1% |
| 1Y | +27.0% | +14.2% | +12.8% | +15.7% |
| 3Y | +154.5% | +62.5% | +92.0% | +86.8% |
| 5Y | -1.1% | +82.6% | -83.7% | -30.9% |
| 10Y | +0.5% | +515.9% | -515.4% | -64.7% |
| All | +47.2% | +1,963.1% | -1,915.9% | -77.1% |
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 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