+137.1%
MOD vs AMP
+54.6%
+82.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +7.0% |
| 7D | -25.5% | +2.2% | -27.7% | -27.9% |
| 30D | -49.0% | +2.2% | -51.2% | -50.9% |
| 3M | -49.8% | -10.4% | -39.4% | -45.9% |
| 6M | -64.8% | +5.8% | -70.6% | -68.2% |
| YTD | -27.6% | +3.3% | -30.9% | -33.7% |
| 1Y | -35.2% | +11.1% | -46.3% | -44.9% |
| 3Y | +137.1% | +56.0% | +81.1% | +27.1% |
| All | +137.1% | +54.6% | +82.5% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling