+170.1%
MTB vs AMP
+589.3%
-419.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.2% |
| 7D | 0.0% | -0.5% | +0.5% | +0.3% |
| 30D | -4.8% | -1.3% | -3.5% | -4.0% |
| 3M | +6.0% | +24.2% | -18.2% | -8.9% |
| 6M | +19.6% | +24.6% | -5.0% | +2.2% |
| YTD | +21.5% | +14.8% | +6.7% | +9.1% |
| 1Y | +24.7% | +12.8% | +11.9% | +13.0% |
| 3Y | +108.6% | +69.0% | +39.6% | +42.4% |
| 5Y | +106.7% | +124.9% | -18.1% | +14.2% |
| All | +170.1% | +589.3% | -419.2% | -20.8% |
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