+20.0%
ON vs AMP
+80.8%
-60.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -4.6% |
| 7D | +12.2% | +3.9% | +8.3% | +8.7% |
| 30D | -3.1% | +5.1% | -8.3% | -7.3% |
| 3M | -12.9% | -8.7% | -4.2% | -6.3% |
| 6M | -38.6% | +11.4% | -50.0% | -45.2% |
| YTD | +31.2% | +7.3% | +23.9% | +18.1% |
| 1Y | +47.6% | +14.6% | +33.1% | +24.6% |
| 3Y | +6.6% | +61.2% | -54.6% | -38.1% |
| All | +20.0% | +80.8% | -60.8% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling