+629.3%
ON vs AMP
+589.3%
+40.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +7.9% |
| 7D | +2.4% | -0.5% | +2.9% | +2.8% |
| 30D | -8.6% | -1.3% | -7.3% | -7.8% |
| 3M | -34.3% | +24.2% | -58.5% | -44.9% |
| 6M | +28.5% | +24.6% | +4.0% | +7.1% |
| YTD | +40.6% | +14.8% | +25.8% | +22.8% |
| 1Y | +55.3% | +12.8% | +42.5% | +37.3% |
| 3Y | -22.2% | +69.0% | -91.2% | -49.9% |
| 5Y | +62.4% | +124.9% | -62.5% | -14.0% |
| All | +629.3% | +589.3% | +40.0% | +115.0% |
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