+28.5%
MMM vs AMP
+122.6%
-94.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -1.6% | +2.6% | -4.2% | -2.8% |
| 30D | -8.0% | +0.8% | -8.9% | -8.4% |
| 3M | +9.4% | +24.3% | -14.9% | -1.3% |
| 6M | +10.2% | +20.6% | -10.3% | +0.7% |
| YTD | +6.1% | +14.6% | -8.5% | -1.4% |
| 1Y | +10.8% | +14.5% | -3.8% | +2.7% |
| 3Y | +104.8% | +67.9% | +36.8% | +58.9% |
| All | +28.5% | +122.6% | -94.1% | -12.4% |
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 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