+433.8%
MAR vs AMP
+589.3%
-155.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | -0.5% | -0.5% | 0.0% | -0.3% |
| 30D | -5.4% | -1.3% | -4.1% | -4.8% |
| 3M | -15.5% | +24.2% | -39.7% | -25.0% |
| 6M | +3.0% | +24.6% | -21.6% | -9.1% |
| YTD | +8.5% | +14.8% | -6.3% | -0.8% |
| 1Y | +26.0% | +12.8% | +13.2% | +15.9% |
| 3Y | +68.6% | +69.0% | -0.4% | +23.3% |
| 5Y | +157.4% | +124.9% | +32.5% | +59.0% |
| All | +433.8% | +589.3% | -155.4% | +115.8% |
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