+37.4%
PEG vs AMP
+122.1%
-84.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.3% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | -3.7% | -1.3% | -2.4% | -3.5% |
| 3M | -7.3% | +24.2% | -31.5% | -11.7% |
| 6M | -10.5% | +24.6% | -35.0% | -15.0% |
| YTD | -7.5% | +14.8% | -22.3% | -10.9% |
| 1Y | -8.7% | +12.8% | -21.5% | -11.8% |
| 3Y | +31.4% | +69.0% | -37.6% | +12.2% |
| All | +37.4% | +122.1% | -84.7% | +8.3% |
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