-12.5%
PEP vs AMP
+70.1%
-82.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +0.1% | +2.6% | -2.5% | -0.1% |
| 30D | +0.7% | +0.8% | -0.2% | +0.6% |
| 3M | -0.5% | +24.3% | -24.8% | -2.4% |
| 6M | -11.3% | +20.6% | -31.9% | -12.8% |
| YTD | -0.6% | +14.6% | -15.2% | -2.0% |
| 1Y | +1.7% | +14.5% | -12.9% | +0.2% |
| 3Y | -12.5% | +67.9% | -80.4% | -21.1% |
| All | -12.5% | +70.1% | -82.6% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling