+945.9%
MOH vs AMP
+2,112.0%
-1,166.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.2% | +1.7% |
| 7D | +1.7% | -0.5% | +2.2% | +1.9% |
| 30D | -0.9% | -1.3% | +0.4% | -0.5% |
| 3M | +5.7% | +24.2% | -18.5% | -1.6% |
| 6M | +39.1% | +24.6% | +14.6% | +29.1% |
| YTD | +17.7% | +14.8% | +2.9% | +11.4% |
| 1Y | +8.4% | +12.8% | -4.4% | +3.2% |
| 3Y | -36.6% | +69.0% | -105.5% | -48.6% |
| 5Y | -19.1% | +124.9% | -143.9% | -41.9% |
| 10Y | +262.8% | +583.5% | -320.7% | +64.8% |
| All | +945.9% | +2,112.0% | -1,166.1% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling