+155.1%
NEM vs AMP
+122.1%
+33.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | +7.8% | -1.3% | +9.2% | +8.0% |
| 3M | +30.2% | +24.2% | +6.0% | +26.2% |
| 6M | +9.6% | +24.6% | -15.0% | +6.1% |
| YTD | +27.8% | +14.8% | +13.0% | +24.8% |
| 1Y | +60.7% | +12.8% | +47.9% | +57.2% |
| 3Y | +245.3% | +69.0% | +176.3% | +217.5% |
| All | +155.1% | +122.1% | +33.0% | +128.0% |
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