+21.8%
NOK vs AMP
+2,089.3%
-2,067.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | +9.3% | 0.0% | +9.3% | +9.3% |
| 30D | +17.9% | -1.0% | +18.9% | +18.2% |
| 3M | -22.3% | +23.2% | -45.6% | -29.0% |
| 6M | +36.4% | +20.4% | +16.0% | +25.7% |
| YTD | +66.3% | +13.6% | +52.7% | +55.7% |
| 1Y | +134.4% | +13.4% | +121.1% | +119.2% |
| 3Y | +186.6% | +66.5% | +120.1% | +124.9% |
| 5Y | +102.7% | +120.2% | -17.5% | +40.5% |
| 10Y | +129.8% | +576.5% | -446.7% | -11.0% |
| All | +21.8% | +2,089.3% | -2,067.5% | -72.4% |
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