+90.9%
NTR vs AMP
+282.8%
-191.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -2.5% | -2.0% | -0.4% | -1.6% |
| 30D | +17.0% | -1.7% | +18.7% | +17.8% |
| 3M | +22.2% | +23.2% | -1.0% | +11.2% |
| 6M | +5.2% | +22.2% | -17.0% | -4.3% |
| YTD | +29.7% | +14.0% | +15.7% | +20.7% |
| 1Y | +39.4% | +14.0% | +25.4% | +29.6% |
| 3Y | +38.2% | +67.0% | -28.8% | +4.4% |
| 5Y | +47.6% | +123.2% | -75.6% | -4.9% |
| All | +90.9% | +282.8% | -191.9% | -12.6% |
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