+906.4%
MOD vs AMP
+573.8%
+332.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.8% |
| 7D | -25.5% | +2.2% | -27.7% | -27.6% |
| 30D | -49.0% | +2.2% | -51.2% | -50.6% |
| 3M | -49.8% | -10.4% | -39.4% | -46.7% |
| 6M | -64.8% | +5.8% | -70.6% | -67.4% |
| YTD | -27.6% | +3.3% | -30.9% | -31.9% |
| 1Y | -35.2% | +11.1% | -46.3% | -42.1% |
| 3Y | +137.1% | +56.0% | +81.1% | +69.0% |
| 5Y | +760.3% | +76.1% | +684.2% | +467.4% |
| All | +906.4% | +573.8% | +332.5% | +227.5% |
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