+116.1%
PAAS vs AMP
+122.1%
-6.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +2.0% | +2.6% | -0.6% | +1.3% |
| 30D | -0.1% | +0.8% | -0.9% | -0.4% |
| 3M | +8.2% | +24.3% | -16.0% | +2.0% |
| 6M | -13.8% | +20.6% | -34.3% | -18.2% |
| YTD | -0.6% | +14.6% | -15.3% | -4.8% |
| 1Y | +44.0% | +14.5% | +29.5% | +37.7% |
| 3Y | +246.6% | +67.9% | +178.6% | +188.7% |
| 5Y | +116.1% | +122.5% | -6.4% | +63.6% |
| All | +116.1% | +122.1% | -6.0% | +63.6% |
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 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