+35.1%
MAS vs AMP
+72.3%
-37.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | -5.6% | -0.1% | -5.5% | -5.6% |
| 3M | +4.4% | +23.6% | -19.1% | -5.1% |
| 6M | +7.2% | +20.4% | -13.2% | -1.6% |
| YTD | +16.1% | +15.4% | +0.7% | +7.4% |
| 1Y | +0.1% | +11.0% | -10.9% | -5.8% |
| All | +35.1% | +72.3% | -37.3% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling