+2,417.1%
MSCI vs AMP
+1,237.2%
+1,179.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +0.6% | -0.1% | +0.6% | +0.6% |
| 3M | -7.1% | +23.6% | -30.6% | -15.5% |
| 6M | +0.8% | +20.4% | -19.5% | -7.5% |
| YTD | +1.0% | +15.4% | -14.4% | -5.8% |
| 1Y | +4.3% | +11.0% | -6.6% | -1.3% |
| 3Y | +9.9% | +70.5% | -60.5% | -15.2% |
| 5Y | -6.8% | +121.4% | -128.1% | -35.8% |
| 10Y | +614.7% | +575.6% | +39.1% | +179.8% |
| All | +2,417.1% | +1,237.2% | +1,179.9% | +527.3% |
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