+1,520.5%
MOD vs AMP
+574.4%
+946.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.7% |
| 7D | +6.3% | +2.6% | +3.7% | +4.3% |
| 30D | -1.7% | +0.8% | -2.5% | -2.4% |
| 3M | -30.1% | +24.3% | -54.4% | -41.5% |
| 6M | +2.7% | +20.6% | -17.9% | -12.2% |
| YTD | +44.1% | +14.6% | +29.4% | +28.0% |
| 1Y | +38.7% | +14.5% | +24.2% | +23.3% |
| 3Y | +309.8% | +67.9% | +241.8% | +182.9% |
| 5Y | +1,569.7% | +122.5% | +1,447.2% | +855.2% |
| 10Y | +1,520.5% | +573.3% | +947.2% | +401.7% |
| All | +1,520.5% | +574.4% | +946.1% | +401.7% |
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