+43.5%
MAS vs AMP
+77.0%
-33.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -1.7% |
| 7D | +4.6% | +2.3% | +2.3% | +3.4% |
| 30D | +19.9% | +2.6% | +17.3% | +18.4% |
| 3M | +8.9% | -9.2% | +18.1% | +14.1% |
| 6M | +20.2% | +7.6% | +12.5% | +15.2% |
| YTD | +33.9% | +4.9% | +29.0% | +28.7% |
| 1Y | +34.7% | +12.4% | +22.2% | +24.5% |
| 3Y | +60.4% | +57.3% | +3.1% | +18.6% |
| 5Y | +43.5% | +78.8% | -35.4% | -3.5% |
| All | +43.5% | +77.0% | -33.6% | -3.5% |
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