+375.1%
META vs AMP
+574.4%
-199.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +6.0% | +2.6% | +3.5% | +4.9% |
| 30D | +3.6% | +0.8% | +2.8% | +3.2% |
| 3M | +4.9% | +24.3% | -19.4% | -4.8% |
| 6M | -4.7% | +20.6% | -25.3% | -12.5% |
| YTD | -6.9% | +14.6% | -21.5% | -12.9% |
| 1Y | -18.2% | +14.5% | -32.7% | -23.5% |
| 3Y | +107.8% | +67.9% | +39.8% | +63.3% |
| 5Y | +63.9% | +122.5% | -58.6% | +14.4% |
| 10Y | +375.1% | +573.3% | -198.2% | +137.4% |
| All | +375.1% | +574.4% | -199.3% | +137.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling