+51.2%
MMM vs AMP
+584.2%
-533.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | -3.2% | -2.0% | -1.2% | -2.4% |
| 30D | -10.7% | -1.7% | -9.0% | -10.1% |
| 3M | +4.3% | +23.2% | -18.9% | -4.3% |
| 6M | +5.9% | +22.2% | -16.3% | -2.7% |
| YTD | +3.2% | +14.0% | -10.8% | -3.0% |
| 1Y | +8.0% | +14.0% | -6.0% | +1.4% |
| 3Y | +99.1% | +67.0% | +32.1% | +60.2% |
| 5Y | +25.7% | +123.2% | -97.5% | -11.0% |
| All | +51.2% | +584.2% | -533.1% | -25.9% |
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