+631.0%
MSCI vs AMP
+570.9%
+60.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +1.0% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -1.2% | -1.0% | -0.2% | -0.7% |
| 3M | -8.4% | +23.2% | -31.6% | -17.5% |
| 6M | -1.0% | +20.4% | -21.4% | -10.1% |
| YTD | -2.3% | +13.6% | -15.9% | -8.9% |
| 1Y | -1.2% | +13.4% | -14.5% | -8.1% |
| 3Y | +7.9% | +66.5% | -58.6% | -18.8% |
| 5Y | -10.1% | +120.2% | -130.3% | -41.0% |
| 10Y | +631.0% | +576.5% | +54.5% | +189.9% |
| All | +631.0% | +570.9% | +60.1% | +189.9% |
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 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