+26.8%
PL vs AMP
+118.0%
-91.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.5% | +11.9% | +11.5% |
| 7D | -6.8% | +2.2% | -9.0% | -8.7% |
| 30D | -29.3% | +2.2% | -31.5% | -30.8% |
| 3M | -44.8% | -10.4% | -34.3% | -40.7% |
| 6M | -68.4% | +5.8% | -74.2% | -70.6% |
| YTD | -36.4% | +3.3% | -39.6% | -40.5% |
| 1Y | +0.7% | +11.1% | -10.3% | -11.5% |
| 3Y | +455.3% | +56.0% | +399.3% | +290.1% |
| 5Y | +22.7% | +76.1% | -53.4% | -22.5% |
| All | +26.8% | +118.0% | -91.2% | -20.5% |
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