+251.1%
PH vs AMP
+120.7%
+130.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -10.3% | -1.0% | -9.3% | -9.7% |
| 3M | +5.1% | +23.2% | -18.2% | -9.1% |
| 6M | +2.3% | +20.4% | -18.1% | -10.5% |
| YTD | +8.7% | +13.6% | -5.0% | -2.1% |
| 1Y | +26.8% | +13.4% | +13.4% | +14.0% |
| 3Y | +139.2% | +66.5% | +72.7% | +62.3% |
| 5Y | +251.1% | +120.2% | +130.9% | +91.0% |
| All | +251.1% | +120.7% | +130.4% | +91.0% |
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