+189.8%
PFE vs AMP
+2,123.7%
-1,934.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +1.8% | +0.2% | +1.5% | +1.7% |
| 30D | +10.2% | -0.1% | +10.3% | +10.2% |
| 3M | +12.7% | +23.6% | -10.9% | +6.6% |
| 6M | +10.5% | +20.4% | -9.8% | +5.1% |
| YTD | +20.2% | +15.4% | +4.7% | +15.1% |
| 1Y | +24.1% | +11.0% | +13.1% | +19.8% |
| 3Y | -3.6% | +70.5% | -74.0% | -17.7% |
| 5Y | -20.9% | +121.4% | -142.3% | -38.4% |
| 10Y | +35.8% | +575.6% | -539.7% | -26.6% |
| All | +189.8% | +2,123.7% | -1,934.0% | +13.1% |
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 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