+40.4%
MAS vs AMP
+18.6%
+21.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.5% | +1.2% | +4.2% |
| 7D | +14.2% | +7.7% | +6.5% | +11.6% |
| 30D | +26.8% | +6.6% | +20.3% | +24.3% |
| 3M | +13.1% | -4.7% | +17.9% | +14.0% |
| 6M | +27.9% | +12.9% | +15.0% | +24.3% |
| YTD | +38.7% | +8.6% | +30.0% | +29.8% |
| 1Y | +40.4% | +18.2% | +22.1% | +24.9% |
| All | +40.4% | +18.6% | +21.8% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling