+834.9%
MSCI vs AMP
+452.8%
+382.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.9% |
| 7D | -0.7% | +1.2% | -1.8% | -1.3% |
| 30D | +16.2% | +4.4% | +11.7% | +13.7% |
| 3M | +16.1% | -8.8% | +25.0% | +21.5% |
| 6M | +12.9% | +9.9% | +3.0% | +7.2% |
| YTD | +14.8% | +6.1% | +8.7% | +10.4% |
| 1Y | +13.8% | +10.6% | +3.2% | +7.0% |
| 3Y | +31.2% | +58.8% | -27.6% | +0.1% |
| 5Y | +5.6% | +79.0% | -73.4% | -24.7% |
| All | +834.9% | +452.8% | +382.1% | +247.2% |
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 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