+578.8%
MS vs AMP
+585.0%
-6.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.6% | +0.4% |
| 7D | +0.7% | +3.1% | -2.4% | -1.4% |
| 30D | -0.9% | +3.9% | -4.8% | -3.7% |
| 3M | -13.0% | -5.8% | -7.2% | -9.4% |
| 6M | -2.0% | +12.1% | -14.0% | -10.6% |
| YTD | +7.8% | +7.1% | +0.7% | +1.2% |
| 1Y | +17.9% | +14.2% | +3.6% | +5.5% |
| 3Y | +174.8% | +62.5% | +112.3% | +89.7% |
| 5Y | +119.9% | +82.6% | +37.2% | +36.7% |
| 10Y | +578.8% | +515.9% | +62.9% | +69.8% |
| All | +578.8% | +585.0% | -6.1% | +69.8% |
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