+39.5%
PL vs AMP
+126.5%
-87.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.5% |
| 7D | +10.0% | +3.9% | +6.1% | +7.2% |
| 30D | -2.3% | +5.1% | -7.4% | -6.1% |
| 3M | -44.2% | -8.7% | -35.5% | -40.7% |
| 6M | -66.1% | +11.4% | -77.5% | -69.7% |
| YTD | -30.0% | +7.3% | -37.3% | -36.2% |
| 1Y | +21.0% | +14.6% | +6.5% | +4.3% |
| 3Y | +516.5% | +61.2% | +455.3% | +323.6% |
| 5Y | +32.0% | +81.0% | -49.0% | -18.7% |
| All | +39.5% | +126.5% | -87.0% | -14.8% |
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