+27.4%
MKC vs AMP
+589.3%
-561.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -1.5% | -0.5% | -0.9% | -1.4% |
| 30D | -3.1% | -1.3% | -1.8% | -2.9% |
| 3M | +5.2% | +24.2% | -19.0% | +0.6% |
| 6M | -12.8% | +24.6% | -37.4% | -16.8% |
| YTD | -23.3% | +14.8% | -38.1% | -25.8% |
| 1Y | -24.1% | +12.8% | -36.9% | -26.5% |
| 3Y | -32.1% | +69.0% | -101.1% | -40.4% |
| 5Y | -32.8% | +124.9% | -157.7% | -45.5% |
| All | +27.4% | +589.3% | -561.9% | -16.4% |
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