+138.6%
NOK vs AMP
+589.3%
-450.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.5% |
| 7D | +11.0% | -0.5% | +11.5% | +11.2% |
| 30D | +7.8% | -1.3% | +9.2% | +8.3% |
| 3M | -21.0% | +24.2% | -45.2% | -27.2% |
| 6M | +40.9% | +24.6% | +16.3% | +29.4% |
| YTD | +72.0% | +14.8% | +57.2% | +61.7% |
| 1Y | +140.9% | +12.8% | +128.1% | +127.5% |
| 3Y | +194.3% | +69.0% | +125.3% | +134.8% |
| 5Y | +112.5% | +124.9% | -12.3% | +52.0% |
| All | +138.6% | +589.3% | -450.7% | +20.3% |
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 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