-8.7%
PEG vs AMP
+14.8%
-23.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.1% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | -3.7% | -1.3% | -2.4% | -3.8% |
| 3M | -7.3% | +24.2% | -31.5% | -5.7% |
| 6M | -10.5% | +24.6% | -35.0% | -8.9% |
| YTD | -7.5% | +14.8% | -22.3% | -7.0% |
| 1Y | -8.7% | +12.8% | -21.5% | -8.1% |
| All | -8.7% | +14.8% | -23.5% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling