+695.9%
PH vs AMP
+459.2%
+236.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.8% |
| 7D | +4.3% | +3.9% | +0.4% | +1.7% |
| 30D | +0.1% | +5.1% | -5.0% | -3.5% |
| 3M | -9.4% | -8.7% | -0.7% | -4.4% |
| 6M | +8.8% | +11.4% | -2.7% | -0.3% |
| YTD | +9.6% | +7.3% | +2.3% | +1.8% |
| 1Y | +14.4% | +14.6% | -0.1% | +1.5% |
| 3Y | +134.5% | +61.2% | +73.3% | +63.2% |
| 5Y | +204.4% | +81.0% | +123.4% | +92.3% |
| All | +695.9% | +459.2% | +236.6% | +134.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling