+2,970.9%
PH vs AMP
+2,123.7%
+847.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | -3.2% | -0.1% | -3.2% | -3.2% |
| 3M | +10.6% | +23.6% | -13.0% | -1.1% |
| 6M | -2.1% | +20.4% | -22.5% | -11.5% |
| YTD | +10.2% | +15.4% | -5.2% | +1.1% |
| 1Y | +28.2% | +11.0% | +17.3% | +19.8% |
| 3Y | +134.9% | +70.5% | +64.4% | +77.1% |
| 5Y | +253.6% | +121.4% | +132.2% | +132.7% |
| 10Y | +804.7% | +575.6% | +229.1% | +244.0% |
| All | +2,970.9% | +2,123.7% | +847.2% | +540.3% |
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 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