+153.1%
MAR vs AMP
+118.7%
+34.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -2.1% | -2.0% | 0.0% | -1.0% |
| 30D | -5.7% | -1.7% | -4.0% | -4.8% |
| 3M | -14.6% | +23.2% | -37.8% | -24.4% |
| 6M | +1.3% | +22.2% | -20.8% | -10.2% |
| YTD | +6.7% | +14.0% | -7.3% | -2.8% |
| 1Y | +26.4% | +14.0% | +12.4% | +14.9% |
| 3Y | +64.7% | +67.0% | -2.3% | +15.7% |
| 5Y | +153.1% | +123.2% | +29.8% | +43.0% |
| All | +153.1% | +118.7% | +34.3% | +43.0% |
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 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