+886.3%
MOD vs AMP
+503.1%
+383.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.1% |
| 7D | -17.8% | +3.3% | -21.2% | -20.5% |
| 30D | -43.2% | +4.2% | -47.5% | -45.7% |
| 3M | -46.0% | -6.4% | -39.6% | -44.4% |
| 6M | -62.2% | +12.4% | -74.7% | -66.6% |
| YTD | -22.8% | +7.4% | -30.2% | -29.4% |
| 1Y | -35.5% | +14.7% | -50.2% | -43.7% |
| 3Y | +128.2% | +60.8% | +67.4% | +58.6% |
| 5Y | +791.6% | +83.4% | +708.2% | +468.4% |
| 10Y | +886.3% | +473.5% | +412.8% | +227.4% |
| All | +886.3% | +503.1% | +383.2% | +227.4% |
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