+31.1%
OMC vs AMP
+589.3%
-558.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -4.4% | -0.5% | -3.8% | -4.1% |
| 30D | -7.6% | -1.3% | -6.3% | -7.0% |
| 3M | +4.5% | +24.2% | -19.7% | -5.2% |
| 6M | -0.3% | +24.6% | -24.8% | -9.9% |
| YTD | -0.1% | +14.8% | -15.0% | -6.8% |
| 1Y | +4.6% | +12.8% | -8.1% | -1.9% |
| 3Y | +10.5% | +69.0% | -58.5% | -15.3% |
| 5Y | +31.7% | +124.9% | -93.1% | -13.0% |
| All | +31.1% | +589.3% | -558.2% | -40.9% |
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