+198.6%
PFE vs AMP
+1,967.6%
-1,769.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -1.7% | +3.9% | -5.6% | -2.7% |
| 30D | +0.3% | +5.1% | -4.8% | -1.0% |
| 3M | +9.4% | -8.7% | +18.0% | +11.7% |
| 6M | +14.9% | +11.4% | +3.5% | +11.3% |
| YTD | +23.8% | +7.3% | +16.5% | +20.6% |
| 1Y | +19.5% | +14.6% | +5.0% | +14.5% |
| 3Y | +21.0% | +61.2% | -40.2% | +4.6% |
| 5Y | -23.9% | +81.0% | -104.9% | -37.6% |
| 10Y | +47.8% | +468.0% | -420.2% | -16.4% |
| All | +198.6% | +1,967.6% | -1,769.0% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling