+1,314.1%
ON vs AMP
+2,123.7%
-809.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.5% |
| 7D | +2.4% | +0.2% | +2.2% | +2.3% |
| 30D | -3.3% | -0.1% | -3.2% | -3.4% |
| 3M | -43.6% | +23.6% | -67.1% | -50.7% |
| 6M | +19.0% | +20.4% | -1.4% | +5.3% |
| YTD | +37.4% | +15.4% | +21.9% | +23.4% |
| 1Y | +54.8% | +11.0% | +43.8% | +42.0% |
| 3Y | -25.2% | +70.5% | -95.6% | -46.6% |
| 5Y | +62.7% | +121.4% | -58.7% | +2.2% |
| 10Y | +574.3% | +575.6% | -1.2% | +123.7% |
| All | +1,314.1% | +2,123.7% | -809.7% | +138.2% |
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