+4.9%
MSCI vs AMP
+82.0%
-77.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.5% | -1.2% |
| 7D | +1.5% | +2.8% | -1.3% | -0.2% |
| 30D | +14.4% | +3.6% | +10.8% | +12.0% |
| 3M | +15.2% | -6.1% | +21.3% | +19.3% |
| 6M | +11.2% | +11.7% | -0.5% | +3.5% |
| YTD | +13.9% | +6.7% | +7.2% | +8.2% |
| 1Y | +12.5% | +13.8% | -1.3% | +2.4% |
| 3Y | +32.3% | +61.9% | -29.6% | -10.8% |
| 5Y | +4.9% | +82.0% | -77.1% | -37.1% |
| All | +4.9% | +82.0% | -77.2% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling