+5.4%
MOD vs AMP
+12.5%
-7.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.2% | +26.7% | +27.4% |
| 7D | +40.4% | +3.9% | +36.5% | +38.7% |
| 30D | -14.0% | +5.1% | -19.1% | -15.9% |
| 3M | -33.3% | -8.7% | -24.7% | -29.7% |
| 6M | -51.4% | +11.4% | -62.8% | -55.6% |
| YTD | +1.6% | +7.3% | -5.7% | -8.5% |
| 1Y | +5.4% | +14.6% | -9.2% | -13.3% |
| All | +5.4% | +12.5% | -7.1% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling