+662.0%
PBR vs AMP
+589.3%
+72.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.2% |
| 7D | +5.4% | -0.5% | +5.9% | +5.6% |
| 30D | +22.9% | -1.3% | +24.2% | +23.4% |
| 3M | +19.6% | +24.2% | -4.6% | +5.1% |
| 6M | +16.5% | +24.6% | -8.1% | +1.4% |
| YTD | +86.7% | +14.8% | +71.8% | +68.3% |
| 1Y | +74.7% | +12.8% | +61.9% | +58.5% |
| 3Y | +102.6% | +69.0% | +33.6% | +37.6% |
| 5Y | +566.6% | +124.9% | +441.7% | +255.2% |
| All | +662.0% | +589.3% | +72.7% | +144.2% |
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 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