+46.0%
MSFT vs AMP
+59.7%
-13.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.8% |
| 7D | -2.4% | +1.2% | -3.6% | -2.8% |
| 30D | -3.8% | +4.4% | -8.2% | -5.2% |
| 3M | +6.4% | -8.8% | +15.2% | +9.7% |
| 6M | +28.8% | +9.9% | +18.8% | +24.7% |
| YTD | +8.8% | +6.1% | +2.7% | +5.8% |
| 1Y | +3.2% | +10.6% | -7.4% | -1.5% |
| All | +46.0% | +59.7% | -13.7% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling