+317.9%
NEM vs AMP
+2,108.3%
-1,790.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +3.9% | +2.6% | +1.3% | +3.4% |
| 30D | +12.7% | +0.8% | +11.9% | +12.6% |
| 3M | +28.7% | +24.3% | +4.4% | +23.9% |
| 6M | +9.8% | +20.6% | -10.8% | +6.1% |
| YTD | +28.1% | +14.6% | +13.5% | +24.7% |
| 1Y | +69.3% | +14.5% | +54.8% | +64.6% |
| 3Y | +247.7% | +67.9% | +179.7% | +214.1% |
| 5Y | +153.4% | +122.5% | +30.9% | +114.5% |
| 10Y | +291.3% | +573.3% | -282.0% | +152.1% |
| All | +317.9% | +2,108.3% | -1,790.5% | +63.5% |
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