+339.0%
MCK vs AMP
+122.1%
+216.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | 0.0% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | +0.4% | -1.3% | +1.7% | +0.6% |
| 3M | +12.1% | +24.2% | -12.1% | +8.8% |
| 6M | -5.4% | +24.6% | -30.0% | -8.4% |
| YTD | +7.8% | +14.8% | -7.0% | +5.3% |
| 1Y | +22.9% | +12.8% | +10.2% | +20.4% |
| 3Y | +110.7% | +69.0% | +41.8% | +87.1% |
| All | +339.0% | +122.1% | +216.9% | +248.0% |
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