-9.3%
MCD vs AMP
+12.5%
-21.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -1.6% | +3.9% | -5.6% | -2.2% |
| 30D | +14.1% | +5.1% | +9.0% | +13.3% |
| 3M | +0.6% | -8.7% | +9.3% | +0.7% |
| 6M | 0.0% | +11.4% | -11.4% | -0.5% |
| YTD | -9.3% | +7.3% | -16.6% | -10.1% |
| 1Y | -9.3% | +14.6% | -23.9% | -11.3% |
| All | -9.3% | +12.5% | -21.8% | -11.3% |
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