+1,064.5%
MOD vs AMP
+459.2%
+605.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.2% | +26.7% | +27.0% |
| 7D | +40.4% | +3.9% | +36.5% | +36.9% |
| 30D | -14.0% | +5.1% | -19.1% | -18.1% |
| 3M | -33.3% | -8.7% | -24.7% | -29.9% |
| 6M | -51.4% | +11.4% | -62.8% | -56.6% |
| YTD | +1.6% | +7.3% | -5.7% | -6.8% |
| 1Y | +5.4% | +14.6% | -9.2% | -7.9% |
| 3Y | +191.0% | +61.2% | +129.8% | +102.3% |
| 5Y | +1,093.1% | +81.0% | +1,012.1% | +669.2% |
| All | +1,064.5% | +459.2% | +605.2% | +290.3% |
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