+287.1%
PCAR vs AMP
+459.2%
-172.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | -0.2% |
| 7D | +4.9% | +3.9% | +1.0% | +3.1% |
| 30D | -1.4% | +5.1% | -6.5% | -3.7% |
| 3M | -18.1% | -8.7% | -9.5% | -14.7% |
| 6M | -4.0% | +11.4% | -15.4% | -9.1% |
| YTD | -1.5% | +7.3% | -8.8% | -5.7% |
| 1Y | +13.2% | +14.6% | -1.4% | +5.0% |
| 3Y | +35.8% | +61.2% | -25.4% | +6.2% |
| 5Y | +114.6% | +81.0% | +33.6% | +55.6% |
| All | +287.1% | +459.2% | -172.1% | +60.2% |
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