-35.5%
MOD vs AMP
+14.4%
-49.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | -17.8% | +3.3% | -21.2% | -19.0% |
| 30D | -43.2% | +4.2% | -47.5% | -44.4% |
| 3M | -46.0% | -6.4% | -39.6% | -43.9% |
| 6M | -62.2% | +12.4% | -74.7% | -66.0% |
| YTD | -22.8% | +7.4% | -30.2% | -31.4% |
| 1Y | -35.5% | +14.7% | -50.2% | -46.9% |
| All | -35.5% | +14.4% | -49.9% | -46.9% |
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